In this paper, a novel data-aided stochastic gradient algorithm for adjustment of the widely linear (WL) minimum mean-squared error (MMSE) filter for multiple access interference (MAI) suppression for direct-sequence code-division multiple access (DS-CDMA) is introduced and analyzed. We give analytical expressions for the steady-state signal-to-interference-plus-noise ratio (SINR) of the proposed WL least-mean-square (LMS) algorithm, and we also investigate its speed of convergence. Both analytical considerations and simulations show in good agreement the superiority of the novel WL adaptive algorithm. Nevertheless, the computational complexity of the proposed algorithm is lower than that of the linear LMS algorithm.