A winter bloom event of Trichodesmium erythraeum was monitored for the first time in the southeastern coastal parts of Bangladesh along the Bay of Bengal. This study presents the brownish to light pinkish bloom that appeared in mid-winter and disappeared abruptly during spring. Heavy blooms of T. erythraeum revealed the highest concentration of 91.47 ± 52.94 × 103 colonies/L in the Bakkhali River Estuary, and 66.93 ± 12.95 × 103 colonies/L in the Maheshkhali Channel of the Bay of Bengal. Three distinct morphological shapes, namely puffs, tufts and asymmetrical colonies, were depicted as major types. Several environmental factors, such as water temperature, salinity, pH, dissolved oxygen, NO3–N and PO4–P, were analyzed to determine their relationship with the occurrence, abundance and bloom formation of T. erythraeum. The abundance of the species showed a positive correlation with salinity and pH while exhibiting a negative correlation with temperature and DO. A cluster analysis revealed a clear indication of T. erythraeum bloom during winter. Thus, the prevalence of the highest density of the bloom in the present study area strongly suggests increased monitoring and research efforts in order to effectively manage or impede harmful algal blooms.