We construct the first rotating string solution in 6-dimensional Einstein-Gauss-Bonnet supergravity, carrying both electric and magnetic charges. By embedding the known rotating string solution of the 2-derivative theory into 6-dimensional off-shell supergravity, the Killing spinors associated with the underlying supersymmetry can be made off-shell and are universal to all off-shell supergravity models based on the same field content. The near-horizon geometry is S^3 fibred over the extremal BTZ black hole, locally isomorphic to AdS_3*S^3. We compute the higher-derivative corrections to the Brown-Henneaux central charges in a particular R+R^2 model resulting from K3 compactification of type IIA string theory.