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 p (p) over bar collisions at root 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(p (p) over bar -> WZ)=5.0(-1.6)(+1.8) pb, consistent with the standard model expectation. RI Ruiz, Alberto/E-4473-2011; Robson, Aidan/G-1087-2011; De Cecco, Sandro/B-1016-2012; St.Denis, Richard/C-8997-2012; Prokoshin, Fedor/E-2795-2012; Azzi, Patrizia/H-5404-2012