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Exhibit 23.1

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

        We consent to the incorporation by reference in Registration Statement No. 333-122905 on Form S-8 of our reports dated February 27, 2009, relating to the consolidated financial statements and financial statement schedule of GFI Group Inc. and the effectiveness of GFI Group Inc.'s internal control over financial reporting, appearing in this Annual Report on Form 10-K of GFI Group Inc. for the year ended December 31, 2008.

/s/ Deloitte & Touche LLP
New York, New York
February 27, 2009

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Exhibit 23.1

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM