Atomic physics was revolutionized by the development of forced evaporative cooling, which led directly to the observation of Bose-Einstein condensation, quantum-degenerate Fermi gases and ultracold optical lattice simulations of condensed-matter phenomena. More recently, substantial progress has been made in the production of cold molecular gases. Their permanent electric dipole moment is expected to generate systems with varied and controllable phases, dynamics and chemistry. However, although advances have been made in both direct cooling and cold-association techniques, evaporative cooling has not been achieved so far. This is due to unfavourable ratios of elastic to inelastic scattering and impractically slow thermalization rates in the available trapped species. Here we report the observation of microwave-forced evaporative cooling of neutral hydroxyl (OH(•)) molecules loaded from a Stark-decelerated beam into an extremely high-gradient magnetic quadrupole trap. We demonstrate cooling by at least one order of magnitude in temperature, and a corresponding increase in phase-space density by three orders of magnitude, limited only by the low-temperature sensitivity of our spectroscopic thermometry technique. With evaporative cooling and a sufficiently large initial population, much colder temperatures are possible; even a quantum-degenerate gas of this dipolar radical (or anything else it can sympathetically cool) may be within reach.