GAIN Capital 8-K Other Events

Exhibit 23.1

Consent of Independent Accountants

GAIN Capital Holdings, Inc.

Bedminster, NJ,

United States of America

We hereby consent to the incorporation by reference in the Registration Statement on Form S-8 (No. 333-171841) of GAIN Capital Holdings, Inc. of our report dated 25 September 2015, relating to the consolidated financial statements of City Index (Holdings) Limited, which appears in the Form 8-K of GAIN Capital Holdings, Inc. dated 23 November 2015.

/s/ BDO LLP

BDO LLP

London, United Kingdom

23 November 2015