I found the solution here:
http://pt.forums.wordpress.org/topic/separa-posts-por-data
The code:
$olderDate = null;
while(have_posts()) {
the_post();
if (get_the_date() != $olderDate) {
$olderDate = get_the_date();
echo $olderDate.'<br/>';
}
?>
<br/>-<a href="<?php the_permalink(); ?>"><?php the_title() ?></a>
<?php
}