We present evidence for a small glitch in the spin evolution of the millisecond pulsar J0613$-$0200, using the EPTA Data Release 1.0, combined with Jodrell Bank analogue filterbank TOAs recorded with the Lovell telescope and Effelsberg Pulsar Observing System TOAs. A spin frequency step of 0.82(3) nHz and frequency derivative step of ${-1.6(39) times 10^{-19},text{Hz} text{s}^{-1}}$ are measured at the epoch of MJD 50888(30). After PSR B1821$-$24A, this is only the second glitch ever observed in a millisecond pulsar, with a fractional size in frequency of ${Delta u/ u=2.5(1) times 10^{-12}}$, which is several times smaller than the previous smallest glitch. PSR J0613$-$0200 is used in gravitational wave searches with pulsar timing arrays, and is to date only the second such pulsar to have experienced a glitch in a combined 886 pulsar-years of observations. We find that accurately modelling the glitch does not impact the timing precision for pulsar timing array applications. We estimate that for the current set of millisecond pulsars included in the International Pulsar Timing Array, there is a probability of $sim 50$% that another glitch will be observed in a timing array pulsar within 10 years.