In counterfactual QKD information is transfered, in a secure way, between Alice and Bob even when no particle carrying the information is in fact transmitted between them. In this letter we fully implement the scheme for counterfactual QKD proposed in [T. Noh, PRL textbf{103}, 230501 (2009)], demonstrating for the first time that information can be transmitted between two parties without the transmission of a carrier.