We present DiMLex-Bangla, a newly developed lexicon of discourse connectives in Bangla. The lexicon, upon completion of its first version, contains 123 Bangla connective entries, which are primarily compiled from the linguistic literature and translation of English discourse connectives. The lexicon compilation is later augmented by adding more connectives from a currently developed corpus, called the Bangla RST Discourse Treebank (Das and Stede, 2018). DiMLex-Bangla provides information on syntactic categories of Bangla connectives, their discourse semantics and non-connective uses (if any). It uses the format of the German connective lexicon DiMLex (Stede and Umbach, 1998), which provides a cross-linguistically applicable XML schema. The resource is the first of its kind in Bangla, and is freely available for use in studies on discourse structure and computational applications.