We studied the feeding ecology of a population of Coleodactylus natalensis Freire, 1999, an endemic gecko of Atlantic Forest fragments in the state of Rio Grande do Norte, northeastern Brazil. Lizards (N = 49) were collected manually through active search in the four habitats of Parque Estadual Dunas de Natal, type locality of the species. In the laboratory, we measured the lizards and registered the number of consumed prey items identified to Order, its dimensions and frequencies. We also collected samples of leaf litter in each habitat to determine prey availability. Females were significantly larger than males, but head size did not differ between the sexes. The most important prey categories in the diet of C. natalensis based on number, volume and frequency were Isopoda and Araneae. Prey categories with highest importance indices in the diet were Isopoda, Araneae, Homoptera and Gryllidae. The diets of adult males and females were similar with respect to prey size, but differed qualitatively, mainly due to the larger trophic spectrum of females. We found some variations on trophic niche breadths and food preferences of lizards between habitats, but in general niche breadths were intermediate, and the most elected prey categories were Isopoda, Araneae, Homoptera and Thysanoptera. High electivities for Isoptera and Gryllidae occurred only in the open habitats (restinga and dunes), and for Mantodea in the forested habitats (high and low forest). Collembola was consumed in the same proportion of the environment, and Acarina and Formicidae had negative values of electivity, indicating rejection. We conclude that the population studied seems to have a selective diet, preferring relatively large prey items that are less abundant in the leaf litter, and possibly avoiding potentially toxic prey.