We present a gradient-tree-boosting-based structured learning model for jointly disambiguating named entities in a document. Gradient tree boosting is a widely used machine learning algorithm that underlies many top-performing natural language processing systems. Surprisingly, most works limit the use of gradient tree boosting as a tool for regular classification or regression problems, despite the structured nature of language. To the best of our knowledge, our work is the first one that employs the structured gradient tree boosting (SGTB) algorithm for collective entity disambiguation. By defining global features over previous disambiguation decisions and jointly modeling them with local features, our system is able to produce globally optimized entity assignments for mentions in a document. Exact inference is prohibitively expensive for our globally normalized model. To solve this problem, we propose Bidirectional Beam Search with Gold path (BiBSG), an approximate inference algorithm that is a variant of the standard beam search algorithm. BiBSG makes use of global information from both past and future to perform better local search. Experiments on standard benchmark datasets show that SGTB significantly improves upon published results. Specifically, SGTB outperforms the previous state-of-the-art neural system by near 1% absolute accuracy on the popular AIDA-CoNLL dataset.