The main jobless rate dropped to 5.0% in the three months to January from 5.1% in the final quarter of 2020, in contrast to forecasts in a Reuters poll for a small rise to 5.2%.
None of the economists polled had expected a fall.
The number of claimants climbed from a low of 278,000 in December to a peak of 481,000 in early February, following the shutting of most of the retail and hospitality sectors.