The Miami-based National Hurricane Centre yesterday said the storm, a Category One on the Saffir-Simpson scale, was 140 miles (230 kilometres) east-southeast of St Thomas at 2100 GMT, packing winds of 75 miles per hour (120 kilometres per hour).
A hurricane warning was issued for St Martin-Sint Maarten; Anguilla; and the British Virgin Islands, the centre said. That means hurricane conditions are expected in 12 hours' time.
A watch was declared for the US Virgin Islands and Puerto Rico, the NHC added. That means Gonzalo could hit there, but is not necessarily expected to do so.