Gurley was selected in the first round with the 10th overall pick by the St. Louis Rams in the 2015 NFL Draft. He was the first running back to be selected in that year's draft. Gurley's rehabilitation went ahead of schedule and during the team's preseason, while he did not play, he practiced without wearing pads. Shortly after, Gurley was medically cleared for full contact by St. Louis team physicians.
On September 27, 2015, Gurley made his NFL debut against the Pittsburgh Steelers. He was eased into action and finished the game with six rushes for nine yards in the 12–6 loss. The following week, the Rams visited the undefeated Arizona Cardinals for an NFC West divisional matchup. Gurley started slow with just two rushing yards at halftime, but rushed for 144 yards in the second half as the Rams edged the Cardinals by a score of 24–22. The next three games against the Green Bay Packers, Cleveland Browns, and the San Francisco 49ers would see Gurley rush for at least 128 rushing yards per game. He scored his first NFL touchdown on October 25, 2015 against the Browns. With 566 yards in his first four NFL starts, Gurley became the most prolific rusher in his first four NFL games since the AFL–NFL merger. Following the 27–6 win over the 49ers in Week 8, Gurley's jersey and cleats were inducted into the Pro Football Hall of Fame.
Gurley finished his rookie year with 1,106 rushing yards and ten touchdowns on 229 attempts despite making only 12 starts (he sat out the Rams' season-ending loss at San Francisco). On December 22, 2015, Gurley was selected to be part of the 2016 Pro Bowl along with fellow Rams players defensive lineman Aaron Donald and punter Johnny Hekker. Gurley was one of the five rookies to be selected to the Pro Bowl, along with Kansas City Chiefs cornerback Marcus Peters, Seattle Seahawks wide receiver/kick returner Tyler Lockett, Oakland Raiders wide receiver Amari Cooper, and Tampa Bay Buccaneers quarterback Jameis Winston. Gurley beat out Winston for NFL Offensive Rookie of the Year, earning a decisive 27 votes to 17 for Winston. He was ranked 22nd by his fellow players on the NFL Top 100 Players of 2016.