Normal stresses in complex fluids lead to new flow phenomena because they can be comparable to or even larger than the shear stress itself. In addition, they are of paramount importance for formulating and testing constitutive equations for predicting non-viscometric flow behavior. Very little attention has so far been paid to the normal stresses of yield stress fluids, mainly because they are very difficult to measure. We report the first systematic study of the first and second normal stress differences, N1 (>0) and N2 (<0), in both continuous and oscillatory shear of three model yield stress fluids. We show that both normal stress differences are quadratic functions of the shear stress both above and below the shear yield stress, leading to the existence of a yield normal stress.