In this paper we present a new algorithm for the well-known and computationally-challenging Sudoku puzzle game. Our Ant Colony Optimization-based method significantly out-performs the state-of-the-art algorithm on the hardest, large instances of Sudoku. We provide evidence that – compared to traditional backtracking methods – our algorithm offers a much more efficient search of the solution space, and demonstrate the utility of a novel anti-stagnation operator. This work lays the foundation for future work on a general-purpose puzzle solver, and establishes Japanese pencil puzzles as a suitable platform for benchmarking a wide range of algorithms