The emergence of dust voids in magnetized dusty plasmas is investigated theoretically. Using a fully nonlinear gyrokinetic description for ions, a self-consistent stationary solution of the Vlasov–Maxwell system is found in the form of a cylindrically symmetric ion hole, which causes a complete local depletion of negatively charged dust grains. The ion drag force does not play a significant role in the creation of these nonlinear structures. Instead, they are supported by the population of resonant ions, whose guiding centers are trapped in the direction perpendicular to the magnetic field by the combined action of the grad-B, polarization and finite Larmor radius effects.