We introduce higher-derivative Gauss-Bonnet correction terms in the gravity sector and we relate the modified gravity theory in the bulk to the strongly coupled quantum field theory on a de Sitter boundary. We study the process of holographic thermalization by examining three nonlocal observables, the two-point function, the Wilson loop and the holographic entanglement entropy. We study the time evolution of these three observables and we find that as the strength of the Gauss-Bonnet coupling is increased, the saturation time of the thermalization process to reach thermal equilibrium becomes shorter with the dominant effect given by the holographic entanglement entropy.