Volume reflection predicted in the mid-1980s by Taratin and Vorobiev has been observed for the first time in the interactions of a 70 GeV proton beam with a short bent crystal. Incident protons deviate from convex atomic planes in the bulk of the crystal as a result of coherent interaction with bent lattice around the tangency point of particle trajectory with a curved atomic plane. The deflection angle 2theta(R) was found to be (39.5+/-2.0) microrad, or (1.65+/-0.08)theta(c) in terms of the critical angle for channeling. The process has a large probability with respect to channeling and takes place in the angular range equal to the bend angle of atomic planes. It could possibly open new fields of application of crystals in high-energy particle beam optics.