We present here the first light curves of the peculiar Algol binary system R Canis Majoris obtained in the near-infrared photometric bands J and K. The light curves are fitted for a semidetached model with the Wilson-Devinney light-curve synthesis program. Five epochs of primary minima and four epochs of secondary minima are obtained in the present study. The increased depth of the secondary minima in the near-IR bands compared with the optical bands enabled us to determine the moments of secondary minima with nearly the same accuracy as those of primary minima. All the secondary minima appear at phase 0.5, and the durations are equal for the primary and the secondary eclipses. The epochs of primary minima follow the nearly sinusoidal O-C curve that has been observed for this star in previous studies. The values of O-C for the secondary minima were in the same range as those of the primary minima observed by us.