Here we report the first documented records of the Gull-billed Tern, Gelochelidon nilotica (Gmelin, 1789), from Rio de Janeiro state, on the coast of southeastern Brazil. The species was recorded in Sepetiba Bay, in Rio de Janeiro municipality, in August and September 2014 and September 2015. In all cases, the birds had full nuptial plumage, which suggests breeding in the austral spring and summer. This is inconsistent with the possibility of a migrant from the Northern Hemisphere. The regular monitoring of the coastal environments of this region should provide more conclusive insights into seasonal patterns and the migration routes of this species.