We investigate gravitational radiation in the linear approximation within the framework of the recent nonlocal generalization of Einstein's theory of gravitation. In this theory, nonlocality can simulate dark matter; in fact, in the Newtonian regime, we recover the phenomenological Tohline-Kuhn approach to modified gravity. To account for the observational data regarding the rotation curves of spiral galaxies, nonlocality is associated with a characteristic length scale of order lambda(0) = 10 kpc. It follows that in nonlocal gravity, the treatment of extremely low-frequency (similar to 10(-12) Hz) gravitational waves with wavelengths of order lambda(0) would be quite different than in general relativity. However, for radiation of frequency greater than or similar to 10(-8) Hz, which is the frequency range that is the focus of current observational searches, the corresponding wavelengths are very small compared to lambda(0). We find that in this frequency regime the nonlocal deviations from general relativity essentially average out and can be safely neglected in practice. DOI: 10.1103/PhysRevD.87.064015