Secondary eclipses are a powerful tool to measure directly the thermal emission from extrasolar planets, and to constrain their type and physical parameters. We started a project to obtain reliable broad-band measurements of the thermal emission of transiting exoplanets. Ground-based high-cadence near-infrared relative photometry was used to obtain sub-millimagnitude precision light curve of a secondary eclipse of WASP-4b -- a 1.12 M_J hot Jupiter on a 1.34 day orbit around G7V star. The data show a clear ~10-sigma detection of the planets thermal emission at 2.2 mu m. The calculated thermal emission corresponds to a fractional eclipse depth of 0.185^{+0.014}_{-0.013}%, with a related brightness temperature in Ks of T_B = 1995 pm 40 K, centered at T_C = 2455102.61162^{+0.00071}_{-0.00077} HJD. We could set a limit on the eccentricity of e cos omega=0.0027 pm 0.0018, compatible with a near-circular orbit. The calculated brightness temperature, as well as the specific models suggest a highly inefficient redistribution of heat from the day-side to the night-side of the planet, and a consequent emission mainly from the day-side. The high-cadence ground-based technique is capable of detecting the faint signal of the secondary eclipse of extrasolar planets, making it a valuable complement to space-based mid-IR observations.