We propose a formalism for calculating analytic derivatives of the electronic energy with respect to nuclear coordinates using Cholesky decomposition of the two-electron integrals. The formalism is derived by exploiting the equivalence of Cholesky decomposition and density fitting when a suitable auxiliary basis set is used for expanding atomic orbital product densities in the latter. An implementation of gradients at the nonhybrid density functional theory level is presented, and sample calculations demonstrate that the errors in equilibrium geometries due to the Cholesky representation of the integrals can be controlled by adjusting the decomposition threshold.