The natural alpha decay of 180W has been unambiguously detected for the first time. The alpha peak is found in a (gamma,beta and neutron)-free background spectrum. This has been achieved by the simultaneous measurement of phonon and light signals with the CRESST cryogenic detectors. A half-life of T1/2 = (1.8 +- 0.2) x 10^18 y and an energy release of Q = (2516.4 +- 1.1 (stat.) +- 1.2 (sys.)) keV have been measured. New limits are also set on the half-lives of the other naturally occurring tungsten isotopes.