Traditionally, a black hole is a region of space with huge gravitational field, which absorbs everything hitting it. In history, the black hole was first discussed by Laplace under the Newton mechanics, whose event horizon radius is the same as the Schwarzschilds solution of the Einsteins vacuum field equations. If all those objects having such an event horizon radius but different gravitational fields are called as black holes, then one can simulate certain properties of the black holes using electromagnetic fields and metamaterials due to the similar propagation behaviours of electromagnetic waves in curved space and in inhomogeneous metamaterials. In a recent theoretical work by Narimanov and Kildishev, an optical black hole has been proposed based on metamaterials, in which the theoretical analysis and numerical simulations showed that all electromagnetic waves hitting it are trapped and absorbed. Here we report the first experimental demonstration of such an electromagnetic black hole in the microwave frequencies. The proposed black hole is composed of non-resonant and resonant metamaterial structures, which can trap and absorb electromagnetic waves coming from all directions spirally inwards without any reflections due to the local control of electromagnetic fields and the event horizon corresponding to the device boundary. It is shown that the absorption rate can reach 99% in the microwave frequencies. We expect that the electromagnetic black hole could be used as the thermal emitting source and to harvest the solar light.