We have demonstrated laser cooling of a single electron spin trapped in a semiconductor quantum dot. Optical coupling of electronic spin states was achieved using resonant excitation of the charged quantum dot (trion) transitions along with the heavy-light hole mixing, which leads to weak yet finite rates for spin-flip Raman scattering. With this mechanism, the electron spin can be cooled from 4.2 to 0.020 kelvin, as confirmed by the strength of the induced Pauli blockade of the trion absorption. Within the framework of quantum information processing, this corresponds to a spin-state preparation with a fidelity exceeding 99.8%.