We predict a new mechanism for the spin light of neutrino (SLν) that can be emitted by a neutrino moving in gravitational fields. This effect is studied on the basis of the quasiclassical equation for the neutrino spin evolution in a gravitational field. It is shown that the gravitational field of a rotating object, in the weak-field limit, can be considered as an axial vector external field which induces the neutrino spin procession. The corresponding probability of the neutrino spin oscillations in the gravitational field has been derived for the first time. The considered in this paper SLν can be produced in the neutrino spin-flip transitions in gravitational fields. It is shown that the total power of this radiation is proportional to the neutrino gamma factor to the fourth power, and the emitted photon energy, for the case of an ultra relativistic neutrino, could span up to gamma-rays. We investigate the SLν caused by both gravitational and electromagnetic fields, also accounting for effects of arbitrary moving and polarized matter, in various astrophysical environments. In particular, we discuss the SLν emitted by a neutrino moving in the vicinity of a rotating neutron star, black hole surrounded by dense matter, as well as by a neutrino propagating in the relativistic jet from a quasar.