In 1924 Louis de Broglie introduced the concept of wave-particle duality: the Planck constant h relates the momentum p of a massive particle to its de Broglie wavelength λ=h/p. The superposition principle is one of the main postulates of quantum mechanics; diffraction and interference phenomena are therefore predicted and have been observed on objects of increasing complexity, from electrons to neutrons and molecules. Beyond the early electron diffraction experiments, the demonstration of single-electron double-slit-like interference was a highly sought-after result. Initially proposed by Richard Feynman as a thought experiment it was finally carried out in 1976. A few years later, positron diffraction was first observed. However, an analog of the double-slit experiment has not been performed to date on any system containing antimatter. Here we present the first observation of matter wave interference of single positrons, by using a period-magnifying Talbot-Lau interferometer based on material diffraction gratings. Individual positrons in the 8-14 keV energy range from a monochromatic beam were detected by high-resolution nuclear emulsions. The observed energy dependence of fringe contrast proves the quantum-mechanical origin of the detected periodic pattern and excludes classical projective effects. Talbot-Lau interferometers are well-suited to the experimental challenges posed by low intensity antimatter beams and represent a promising option for measuring the gravitational acceleration of neutral antimatter.