Reservoir Computing is a novel computing paradigm that uses a nonlinear recurrent dynamical system to carry out information processing. Recent electronic and optoelectronic Reservoir Computers based on an architecture with a single nonlinear node and a delay loop have shown performance on standardized tasks comparable to state-of-the-art digital implementations. Here we report an all-optical implementation of a Reservoir Computer, made of off-the-shelf components for optical telecommunications. It uses the saturation of a semiconductor optical amplifier as nonlinearity. The present work shows that, within the Reservoir Computing paradigm, all-optical computing with state-of-the-art performance is possible.