The tiny mammal was spotted by tourists who came ashore on a day trip to the world heritage site.
Visitors have taken a photograph of the reddish-brown Nathusius pipistrelle bat, the size of a sparrow, sunbathing on a stone bothy on Hirta, the main island in the archipelago.
It is believed to be the most north-westerly part of Europe a bat has been discovered.
St Kilda already has it own unique type of field mouse, as well as Soay sheep, which are not found elsewhere.
St Kilda ranger Paul Sharman had previously assured visitors bats were not found there.
He was surprised and delighted when they showed him the photographic proof.
Mr Sharman said: "We haven't got bats at St Kilda. It's too far across the sea for them to fly and we don't think there are any bats resident here. Imagine my surprise when not just one, but three visitors that day showed me photos of a bat they had seen resting on a cleit."