We report the first observation of the associated production of a W boson and a Z boson. This result is based on 1.1 fb;-1 of integrated luminosity from pp collisions at sqrt[s]=1.96 TeV collected with the CDF II detector at the Fermilab Tevatron. We observe 16 WZ candidates passing our event selection with an expected background of 2.7+/-0.4 events. A fit to the missing transverse energy distribution indicates an excess of events compared to the background expectation corresponding to a significance equivalent to 6 standard deviations. The measured cross section is sigma(pp-->WZ)=5.0(-1.6)(+1.8) pb, consistent with the standard model expectation.