FLUORESCENT emission from iron and the detection of a Compton reflection 'hump'1-3 in the X-ray spectra4,5 of many active galaxies are strong evidence for the presence of cold (nearly neutral) optically thick material in their nuclear regions. An apparent absorption edge at 8-9 keV, attributed to iron, in about half of a large number of Seyfert galaxies5 indicates the additional presence of warm (partially ionized) absorbing material, which could modify the emergent X-ray spectrum and explain flux-correlated changes in spectral shape6-8. If this interpretation is correct, the warm absorber should give rise to a number of spectral features, particularly absorption edges, whose energy can be used to deduce the ionization state of the material. Here we report the detection of such a feature in the bright Seyfert galaxy MCG-6-30-15, in the form of absorption at 0.8 keV arising from the presence of highly ionized oxygen. This warm absorber will be difficult to detect at other wavelengths but, may contribute significantly to the overall X-rav opacity of the nuclear region.