-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 HSHAk+vJgiA43OuYtBeRKtx+mUcYuPInq2j5ltCyR3q9mV08gkXJgYzFcCTeBRjw
 ATLv4qO06jGOSoDDvQK/eg==

<SEC-DOCUMENT>0001179110-05-016595.txt : 20050817
<SEC-HEADER>0001179110-05-016595.hdr.sgml : 20050817
<ACCEPTANCE-DATETIME>20050817164257
ACCESSION NUMBER:		0001179110-05-016595
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20050815
FILED AS OF DATE:		20050817
DATE AS OF CHANGE:		20050817

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			GFI Group Inc.
		CENTRAL INDEX KEY:			0001292426
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY & COMMODITY BROKERS, DEALERS, EXCHANGES & SERVICES [6200]
		IRS NUMBER:				800006224
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		100 WALL STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10005
		BUSINESS PHONE:		212-968-4100

	MAIL ADDRESS:	
		STREET 1:		100 WALL STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10005

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Kalish Geoffery
		CENTRAL INDEX KEY:			0001314428

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-51103
		FILM NUMBER:		051033776

	BUSINESS ADDRESS:	
		BUSINESS PHONE:		212.968.4100

	MAIL ADDRESS:	
		STREET 1:		C/O GFI GROUP INC.
		STREET 2:		100 WALL STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10005
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>edgar.xml
<DESCRIPTION>FORM 4 -
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2005-08-15</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001292426</issuerCik>
        <issuerName>GFI Group Inc.</issuerName>
        <issuerTradingSymbol>GFIG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001314428</rptOwnerCik>
            <rptOwnerName>Kalish Geoffery</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O GFI GROUP INC.</rptOwnerStreet1>
            <rptOwnerStreet2>100 WALL STREET</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10005</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle></officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2005-08-15</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>5756</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>35.20</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1580077</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F2"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2005-08-16</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>8000</value>
                    <footnoteId id="F3"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>35.46</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1572077</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2005-08-16</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>635</value>
                    <footnoteId id="F5"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>35.63</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1571442</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F6"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Represents 5,756 shares of Common Stock sold by Venturion GFI LLC on August 15, 2005.</footnote>
        <footnote id="F2">Represents 1,535,587 shares of Common Stock owned by Venturion GFI LLC, 43,807 shares of Common Stock owned by Venturion GFI II LLC and 683 shares of Common Stock owned by Venturion Capital LLC.  Mr. Kalish disclaims beneficial ownership of the shares held by these entities and funds except to the extent of his pecuniary interests in such entities and funds.</footnote>
        <footnote id="F3">Represents 8,000 shares of Common Stock sold by Venturion GFI LLC on August 16, 2005.</footnote>
        <footnote id="F4">Represents 1,527,587 shares of Common Stock owned by Venturion GFI LLC, 43,807 shares of Common Stock owned by Venturion GFI II LLC and 683 shares of Common Stock owned by Venturion Capital LLC.  Mr. Kalish disclaims beneficial ownership of the shares held by these entities and funds except to the extent of his pecuniary interests in such entities and funds.</footnote>
        <footnote id="F5">Represents 635 shares of Common Stock sold by Venturion GFI LLC on August 16, 2005.</footnote>
        <footnote id="F6">Represents 1,526,952 shares of Common Stock owned by Venturion GFI LLC, 43,807 shares of Common Stock owned by Venturion GFI II LLC and 683 shares of Common Stock owned by Venturion Capital LLC.  Mr. Kalish disclaims beneficial ownership of the shares held by these entities and funds except to the extent of his pecuniary interests in such entities and funds.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Christopher D'Antuono, Attorney-in-fact</signatureName>
        <signatureDate>2005-08-17</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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