First Belgrade Gymnasium (Serbian: Прва београдска гимназија, romanized: Prva beogradska gimnazija) is a gymnasium (Central European type of grammar school) with a long tradition, founded in 1839 in Belgrade, Serbia. Since 1938, it is situated in the center of the city, on 61 Cara Dušana Street. The Church of St. Alexander Nevsky is located next to the school.
In October 1838, Kragujevac was the capital of Serbia. But despite it being the main cultural center at the time, Miloš Obrenović decided for First Belgrade Gymnasium (grammar school) to be founded in Belgrade, in an area called Dorćol (Dort-yol). The school was instituted on 18 June 1839. At that time, it was located on Jug Bogdan's Street number 26, which was the residence of Nikola Selaković. At the very beginning, it had only two grades, but in the next four years, the school's system was significantly upgraded so at the end, it had a total of five grades. It could be said that in the 1842–43 school year, the school actually became a real gymnasium.
The first school professors were Vasilije Berara and Mihajlo Popović, who functioned as the school's headmaster as well. According to a law from 1844, and thanks to Jovan Sterija Popović, teachings and classes in the school were reformed, so that the 6th grade was actually added to the school's system. With this addition, First Belgrade Gymnasium received the same status like other European higher class schools. That year, the school got its first library.