We report the detection, using observations of the CO(2-1) line performed with the Atacama Pathfinder EXperiment (APEX), of molecular gas in the region of the outer filament of Centaurus A, a complex region known to show various signatures of an interaction between the radio jet, an HI cloud, and ionised gas filaments. We detect CO(2-1) at all observed locations, which were selected to represent regions with very different physical conditions. The H_2 masses of the detections range between 0.2 x 10^6 and 1.1 x 10^6 msun, for conservative choices of the CO to H_2 conversion factor. Surprisingly, the stronger detections are not coincident with the HI cloud, but instead are in the region of the ionised filaments. We also find variations in the widths of the CO(2-1) lines throughout the region, with broader lines in the region of the ionised gas, i.e. where the jet--cloud interaction is strongest, and with narrow profiles in the HI cloud. This may indicate that the molecular gas in the region of the ionised gas has the momentum of the jet-cloud interaction encoded in it, in the same way as the ionised gas does. These molecular clouds may therefore be the result of very efficient cooling of the down-stream gas photo- or shock-ionised by the interaction. On the other hand, the molecular clouds with narrower profiles, which are closer to or inside the HI cloud, could be pre-existing cold H_2 cores which manage to survive the effects of the passing jet.