Until now Gibraltar has relied on construction materials purchased from Spanish quarries.
But Spain blocked cargoes of rock, sand and aggregates in August, accusing Gibraltar of carrying out reclamation work in disputed waters in breach of European Union environmental laws.
Gibraltar said the materials were for coastal protection works in British waters in compliance with European law.
The shipment of fist-sized rocks was loaded in the Portuguese port of Faro and arrived in the afternoon aboard the Gibraltar-flagged vessel Fehn Mirage, a Gibraltar government spokesman said.
The ship was shadowed by the Spanish Guardia Civil, the Royal Navy's Gibraltar Squadron and the Royal Gibraltar Police as it sailed through disputed waters into the port of Gibraltar.
Gibraltar said in August it had identified alternative sources of construction supplies to circumvent the Spanish ban, which it described at the time as "illegal and anti-European".
"This is the first of many shipments contracted by the Gibraltar government," the spokesman for the British territory's government said.
Tension flared between Spain and Britain over the summer after Gibraltar boats dumped blocks of concrete in disputed waters used by Spanish fishermen.
Gibraltar said it was creating an artificial reef that would boost fish populations.
Spain subsequently stepped up border checks, leading to huge queues for motorists, in what Britain and Gibraltar charged was a retaliatory measure aimed at a choking the territory's economy.
Spain ceded Gibraltar to Britain in perpetuity in 1713 but has long argued that it should be returned to Spanish sovereignty. London says it will not do so against the wishes of Gibraltarians, who are staunchly pro-British.