Direct evidence for the presence of an inertial energy cascade, the most characteristic signature of hydromagnetic turbulence (MHD), is observed in the solar wind by the Ulysses spacecraft. After a brief rederivation of the equivalent of Yaglom's law for MHD turbulence, a linear relation is indeed observed for the scaling of mixed third-order structure functions involving Elsässer variables. This experimental result firmly establishes the turbulent character of low-frequency velocity and magnetic field fluctuations in the solar wind plasma.