The first examples of supersymmetric, asymptotically AdS 5 , black hole solutions are presented. They form a 1-parameter family of solutions of minimal fivedimensional gauged supergravity. Their angular momentum can never vanish. The solutions are obtained by a systematic analysis of supersymmetric solutions with Killing horizons. Other new examples of such solutions are obtained. These include solutions for which the horizon is a homogeneous N il or SL(2, R) manifold.