We provide algorithms performing Depth-First Search (DFS) on a directed or undirected graph with n vertices and m edges using only O(n) bits. One algorithm uses O(n) bits and runs in O(mlog n) time. Another algorithm uses n+o(n) bits and runs in polynomial time. Furthermore, we show that DFS on a directed acyclic graph can be done in space [Formula presented], and in polynomial time, and we also give a simple linear-time O(log n)-space algorithm for the depth-first traversal of an undirected tree. Finally, we also show that for a graph having an O(1)-size feedback set, DFS can be done in O(log n) space. Our algorithms are based on the analysis of properties of DFS and applications of the s-t connectivity algorithms due to Reingold and Barnes et al., both of which run in sublinear space.