Context: The discovery and chemical analysis of extremely metal-poor stars permit a better understanding of the star formation of the first generation of stars and of the Universe emerging from the Big Bang. aims: We report the study of a primordial star situated in the centre of the constellation Leo (SDSS J102915+172027). method: The star, selected from the low resolution-spectrum of the Sloan Digital Sky Survey, was observed at intermediate (with X-Shooter at VLT) and at high spectral resolution (with UVES at VLT). The stellar parameters were derived from the photometry. The standard spectroscopic analysis based on 1D ATLAS models was completed by applying 3D and non-LTE corrections. results: An iron abundance of [Fe/H]=--4.89 makes SDSS J102915+172927 one of the lowest [Fe/H] stars known. However, the absence of measurable C and N enhancements indicates that it has the lowest metallicity, Z<= 7.40x10^{-7} (metal-mass fraction), ever detected. No oxygen measurement was possible. conclusions: The discovery of SDSS J102915+172927 highlights that low-mass star formation occurred at metallicities lower than previously assumed. Even lower metallicity stars may yet be discovered, with a chemical composition closer to the composition of the primordial gas and of the first supernovae.