Captained by former Premier League defender Danny Higginbotham, the disputed island territory kept a clean sheet against Slovakia after being recognised by Uefa
The British colony was granted full membership in May and arranged the fixture with Jan Kozak's charges on October 29.
The sides faced off at the Estadio do Algarve in Portugal, with admission to the encounter made free of charge.
Neither front line was able to find the breakthrough as Gibraltar, captained by former Premier League defender Danny Higginbotham, secured a 0-0 draw in their first fixture.
Uefa's decision to accept the island's application was met with stern opposition from Spain, amid a political dispute with Britain over the sovereignty of the territory.
The organisation's president, Michel Platini, revealed that La Roja and Gibraltar would be kept apart in qualification campaigns.
Gibraltar will now switch their attention to a fixture with the Faroe Islands at the Victoria Stadium to be played in March.