Abstract The pygmy rabbit Brachylagus idahoensis is a sagebrush-obligate species of conservation concern that occurs in the Great Basin and adjacent intermountain areas in the western United States. The species is not known to occur in Colorado, despite proximity to existing populations of pygmy rabbits in Wyoming. We provide the first documentation of the pygmy rabbit in Colorado. Fecal pellets diagnostic of pygmy rabbits were collected in the Vermillion Bluffs area of northwestern Colorado. Samples from 16 pellet clusters were collected for species identification via genetic analyses, and we were able to extract and amplify sufficient DNA from 7 of 16 pellet samples. All seven samples were identified as originating from pygmy rabbits based on a species-specific mitochondrial DNA fragment analysis test. To verify species identification, we also sequenced 225 base pairs of the mitochondrial DNA cytochrome b region from all seven pellet samples. Presence of pygmy rabbits was confirmed from three locations separated by 2.4–7.7 km and pellets represented both adult and juvenile rabbits. Based on the sparseness of burrows in the area, density of pygmy rabbits in the area likely is low; however, systematic surveys by trained observers are needed to delineate the range and density of this species in Colorado. Given the conservation concern for pygmy rabbits across their current range, the newly confirmed presence of this species suggests that assessment of their conservation status in Colorado is warranted.