A theorem due to Stieltjes' states that if { p n } ∞ n=0 is any orthogonal sequence then, between any two consecutive zeros of p k , there is at least one zero of p n whenever k < n, a property called Stieltjes interlacing. We show that Stieltjes interlacing extends to the zeros of Gegenbauer polynomials C λ n+1 and C λ+t n−1 , λ > − 1 2 , if 0 < t ≤ k + 1, and also to the zeros of C λ n+1 and C λ+k n−2 if k ∈ {1, 2, 3}. More generally, we prove that Stieltjes interlacing holds between the zeros of the kth derivative of C λ n and the zeros of C λ n+1 , k ∈ {1, 2, . . . , n − 1} and we derive associated polynomials that play an analogous role to the de Boor-Saff polynomials in completing the interlacing process of the zeros.