Context : About half of the baryons in the local Universe are invisible and - according to simulations - their dominant fraction resides in filaments connecting clusters of galaxies in the form of low density gas with temperatures in the range of 10 ^ { 5 } < T < 10 ^ { 7 } K. The existence of this warm-hot intergalactic medium was never unambiguously proven observationally in X-rays . Aims : We aim to probe the low gas densities expected in the large scale structure filaments by observing a filament connecting the massive clusters of galaxies A 222 and A 223 ( z = 0.21 ) which has a favorable orientation approximately along our line of sight . This filament has been previously detected using weak lensing data and as an over-density of colour selected galaxies . Methods : We analyse X-ray images and spectra obtained in a deep observation ( 144 ks ) of A 222/223 with XMM-Newton . Results : We present here observational evidence of the X-ray emission from the filament connecting the two clusters . We detect the filament in the wavelet decomposed soft band ( 0.5–2.0 keV ) X-ray image with a 5 \sigma significance . Following the emission down to 3 \sigma significance , the observed filament is \approx 1.2 Mpc wide . The temperature of the gas associated with the filament determined from the spectra is k T = 0.91 \pm 0.25 keV and its emission measure corresponds to a baryon density of ( 3.4 \pm 1.3 ) \times 10 ^ { -5 } ( l / 15 ~ { } \mathrm { Mpc } ) ^ { -1 / 2 } cm ^ { -3 } , where l is the length of the filament along the line of sight . This density corresponds to a baryon over-density of \rho / \left < \rho _ { \mathrm { C } } \right > \approx 150 . The properties of the gas in the filament are consistent with the results of simulations for the densest and hottest parts of the warm-hot intergalactic medium . Conclusions :