An efficient implementation of geometrical derivatives at the Hartree-Fock (HF) and current-density functional theory (CDFT) levels is presented for the study of molecular structure in strong magnetic fields. The required integral derivatives are constructed using a hybrid McMurchie-Davidson and Rys quadrature approach, which combines the amenability of the former to the evaluation of derivative integrals with the efficiency of the latter for basis sets with high angular momentum. In addition to its application to evaluating derivatives of four-center integrals, this approach is also applied to gradients using the resolution-of-the-identity approximation, enabling efficient optimization of molecular structure for many-electron systems under a strong magnetic field. The CDFT contributions have been implemented for a wide range of density functionals up to and including the meta-GGA level with current-density dependent contributions and (range-separated) hybrids for the first time. Illustrative applications are presented to the OH and benzene molecules, revealing the rich and complex chemistry induced by the presence of an external magnetic field. Challenges for geometry optimization in strong fields are highlighted, along with the requirement for careful analysis of the resulting electronic structure at each stationary point. The importance of correlation effects is examined by comparison of results at the HF and CDFT levels. The present implementation of molecular gradients at the CDFT level provides a cost-effective approach to the study of molecular structure under strong magnetic fields, opening up many new possibilities for the study of chemistry in this regime.