The British overseas territory, which has a population of just 33,701 residents, reached the milestone on Wednesday, with Gibraltar's first minister thanking the UK for its contribution to the vaccine rollout.
Every dose of coronavirus vaccine administered in Gibraltar was provided by the UK government and delivered by the RAF.
It is not yet clear whether every adult in Gibraltar has received both vaccine doses or just one.
Speaking in the House of Commons, the health secretary said he was "delighted to be able to tell the house that yesterday Gibraltar became the first nation in the world to complete its entire adult vaccination programme".
Gibraltar First Minister Fabian Picardo said: "The loyalty of the People of Gibraltar to the Crown of the United Kingdom has never and will never be in doubt.
"In these harrowing and difficult times, our deep loyalty has been recognised and repaid.
"The United Kingdom has played a blinder on vaccinations and we have been among the beneficiaries in the British family of nations."
Speaking in the Gibraltar Parliament, he added: "We are all now vaccinated or on the way to being vaccinated - but we are not out of the woods yet."
He said people should continue sticking to coronavirus restrictions in the country, despite vaccine success.
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