Extremely metal-poor galaxies with metallicity below 10% of the solar value in the local universe are the best analogues to investigating the interstellar medium at a quasi-primitive environment in the early universe. In spite of the ongoing formation of stars in these galaxies, the presence of molecular gas (which is known to provide the material reservoir for star formation in galaxies, such as our Milky Way) remains unclear. Here, we report the detection of carbon monoxide (CO), the primary tracer of molecular gas, in a galaxy with 7% solar metallicity, with additional detections in two galaxies at higher metallicities. Such detections offer direct evidence for the existence of molecular gas in these galaxies that contain few metals. Using archived infrared data, it is shown that the molecular gas mass per CO luminosity at extremely low metallicity is approximately one-thousand times the Milky Way value.