<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0203</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2011-01-25</periodOfReport>

    <noSecuritiesOwned>1</noSecuritiesOwned>

    <issuer>
        <issuerCik>0001438893</issuerCik>
        <issuerName>Gabelli Natural Resources, Gold &amp; Income Trust</issuerName>
        <issuerTradingSymbol>GNT</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001216778</rptOwnerCik>
            <rptOwnerName>CONN JAMES P</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1></rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity></rptOwnerCity>
            <rptOwnerState></rptOwnerState>
            <rptOwnerZipCode></rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <ownerSignature>
        <signatureName>Bruce N. Alpert as Attorney-in-Fact for James P. Conn</signatureName>
        <signatureDate>2011-01-25</signatureDate>
    </ownerSignature>
</ownershipDocument>
