Cryo-electron microscopy is a popular method for macromolecules structure determination. Reconstruction of a 3-D volume from raw data obtained from a microscope is highly computationally demanding. Thus, acceleration of the reconstruction has a great practical value. In this article, we introduce a novel graphics processing unit (GPU)-friendly algorithm for direct Fourier reconstruction, one of the main computational bottlenecks in the 3-D volume reconstruction pipeline for some experimental cases (particularly those with a large number of images and a high internal symmetry). Contrary to the state of the art, our algorithm uses a gather memory pattern, improving cache locality and removing race conditions in parallel writing into the 3-D volume. We also introduce a finely tuned CUDA implementation of our algorithm, using auto-tuning to search for a combination of optimization parameters maximizing performance on a given GPU architecture. Our CUDA implementation is integrated in widely used software Xmipp, version 3.19, reaching 11.4× speedup compared to the original parallel CPU implementation using GPU with comparable power consumption. Moreover, we have reached 31.7× speedup using four GPUs and 2.14×–5.96× speedup compared to optimized GPU implementation based on a scatter memory pattern.