diff --git src/bp-core/admin/js/hello.js src/bp-core/admin/js/hello.js
index f6d59aef1..9ab290ae9 100644
--- src/bp-core/admin/js/hello.js
+++ src/bp-core/admin/js/hello.js
@@ -105,4 +105,13 @@
 		bpHelloOpenModal();
 	} );
 
+	// Move the focus to the Modal's close button once the last Hello link was tabbed out.
+	$( document ).on( 'keydown', function( event ) {
+		if ( 9 === event.keyCode && 'support bp-tooltip' === $( event.target ).prop( 'classList' ).value ) {
+			event.preventDefault();
+
+			$( '#TB_closeWindowButton' ).focus();
+		}
+	} );
+
 }( jQuery, window.bp || {} ) );