In soft condensed matter physics, effective interactions often emerge due to the spatial confinement of fluctuating fields. For instance, microscopic particles dissolved in a binary liquid mixture are subject to critical Casimir forces whenever their surfaces confine the thermal fluctuations of the order parameter of the solvent close to its critical demixing point. These forces are theoretically predicted to be nonadditive on the scale set by the bulk correlation length of the fluctuations. Here we provide direct experimental evidence of this fact by reporting the measurement of the associated many-body forces. We consider three colloidal particles in optical traps and observe that the critical Casimir force exerted on one of them by the other two differs from the sum of the forces they exert separately. This three-body effect depends sensitively on the distance from the critical point and on the chemical functionalisation of the colloid surfaces.