Rough-toothed dolphins (Steno bredanensis) are regularly present in continental shelf areas of the South-western Atlantic. However, there is little information on the natural history and ecology of these delphinids. This study evaluated the occurrence, habitat use and individual movements of the species in coastal waters off Rio de Janeiro, south-eastern Brazil. Data were obtained from boat surveys between August 2011 and May 2018, during which rough-toothed dolphins were sighted in 21 distinct events, predominantly in autumn and winter. The mean group size was 29 individuals. Rough-toothed dolphins were usually recorded 130 to 2300 m from the coast, between 7.6 and 28 m depths. In total, 115 individuals were catalogued through dorsal fin marks and 61 (53%) were resighted between one (47.5%) and four (9.8%) occasions. The interval between resightings ranged from seven to 2087 days (mean = 268). Agglomerative hierarchical clustering indicated 30 individuals (49.2%) in low degree, 12 (19.7%) in medium degree and 19 (31.1%) in high degree of site fidelity. Dolphins showed a higher frequency of low degree of habitat use, despite the presence of multiyear recaptures, which may be related to the prevalence of dolphin occurrence in autumn and winter, a large home range and/or the abundance and distribution of food resources. Dedicated surveys and regional collaboration are needed to evaluate the home range and population status of this species for their effective conservation. Our findings enhanced knowledge of this little studied species facing increasing anthropogenic threats in coastal waters off Rio de Janeiro.