The problem of target detection in colocated multiple-input multiple-output radar with unknown disturbance covariance matrix is considered. According to the generalized likelihood ratio test, we design an adaptive detector by exploiting the persymmetric structure of the covariance matrix. In particular, training data are not required in the proposed adaptive detector. Analytical expressions for the probability of false alarm and detection probability are derived, which are confirmed by Monte Carlo simulations. The expression for the probability of false alarm shows that the proposed detector exhibits a constant false alarm rate property against the disturbance covariance matrix. Numerical examples based on both simulated and experimental data confirm that the proposed detector has better detection performance than its counterparts.