We report on the observation of a very small glitch observed for the first time in a millisecond pulsar, PSR B1821-24 located in the globular cluster M28. Timing observations were mainly conducted with the Nancay radiotelescope (France) and confirmation comes from the 140ft radiotelescope at Green Bank and the new Green Bank Telescope data. This event is characterized by a rotation frequency step of 3 nHz, or 10^-11 in fractional frequency change along with a short duration limited to a few days or a week. A marginally significant frequency derivative step was also found. This glitch follows the main characteristics of those in the slow period pulsars, but is two orders of magnitude smaller than the smallest ever recorded. Such an event must be very rare for millisecond pulsars since no other glitches have been detected when the cumulated number of years of millisecond pulsar timing observations up to 2001 is around 500 for all these objects. However, pulsar PSR B1821-24 is one of the youngest among the old recycled ones and there is likely a correlation between age, or a related parameter, and timing noise. While this event happens on a much smaller scale, the required adjustment of the star to a new equilibrium figure as it spins down is a likely common cause for all glitches.
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