The British colony was granted full membership of UEFA in May, and arranged the fixture with Jan Kozak's charges on October 29.
The sides faced off at the Estadio do Algarve in Portugal, with admission to the encounter made free of charge.
Neither attack were able to find the breakthrough, as Gibraltar secured a 0-0 draw in their first fixture.
UEFA's decision to accept Gibraltar's application was met with stern opposition from Spain, amid a political dispute with Britain over the sovereignty of the territory.
Michel Platini, UEFA president, revealed Spain and Gibraltar would be kept apart in qualification campaigns.
Gibraltar will now switch their attention to a fixture with the Faroe Islands at the Victoria Stadium, to be played in March next year.
