Sea urchins are a key group of herbivores in both temperate and tropical food webs because they control macroalgal cover, and consequently influence primary productivity and phase shifts on reefs. Despite being abundant on southwestern Atlantic reefs, sea urchin distributions, and their association with abiotic and biotic variables, are poorly known. In this study, sea urchin assemblages were surveyed in 2011 at multiple depths at eight sites in Arraial do Cabo (Brazil, 22°57′S/41°01′W), with sites split between a colder, more wave-exposed location, and a warmer, more sheltered location. The influence of this large-scale physical gradient, along with changes in depth and substrate complexity, on sea urchin densities was then investigated. Predator biomass was low and did not vary significantly among sites. Among the seven species recorded, Paracentrotus gaimardi, Echinometra lucunter and Arbacia lixula were dominant. Linear mixed-effects models indicated that location was important, with mid-sized P. gaimardi individuals and A. lixula more common at cooler, exposed sites and E. lucunter more abundant at warmer, sheltered sites. Sea urchin densities typically decreased with increasing depth, probably caused by changes in factors such as light, wave exposure, and sedimentation. Substrate complexity had a positive effect on the abundance of all species, presumably because of the increased availability of refuges. Physical gradients have important consequences for urchin distributions and their ecological functions at relatively small spatial scales on these reefs, and should be incorporated into herbivore monitoring programmes. Research is also required to examine how differential sea urchin distributions affect benthic dynamics.