In radiation transport calculations, the effects of material temperature on neutron/nucleus interactions must be taken into account through Doppler broadening adjustments to the microscopic cross section data. Historically, Monte Carlo transport simulations have accounted for this temperature dependence by interpolating among precalculated Doppler broadened cross sections at a variety of temperatures. More recently, there has been much interest in on-the-fly Doppler broadening methods, where reference data is broadened on-demand during particle transport to any temperature. Unfortunately, Doppler broadening operations are expensive on traditional central processing unit (CPU) architectures, making on-the-fly Doppler broadening unaffordable without approximations or complex data preprocessing. This work considers the use of graphics processing unit (GPU)s, which excel at parallel data processing, for on-the-fly Doppler broadening in continuous-energy Monte Carlo simulations. Two methods are considered for the broadening operations – a GPU implementation of the standard SIGMA1 algorithm and a novel vectorized algorithm that leverages the convolution properties of the broadening operation in an attempt to expose additional parallelism. Numerical results demonstrate that similar cross section lookup throughput is obtained for on-the-fly broadening on a GPU as cross section lookup throughput with precomputed data on a CPU, implying that offloading Doppler broadening operations to a GPU may enable on-the-fly temperature treatment of cross sections without a noticeable reduction in cross section processing performance in Monte Carlo transport codes.