Aims: In the frame of the search for extrasolar planets and brown dwarfs around early-type stars, we present the results obtained for the F-type main-sequence star HD 60532 (F6V) with HARPS. Methods: Using 147 spectra obtained with HARPS at La Silla on a time baseline of two years, we study the radial velocities of this star. Results: HD 60532 radial velocities are periodically variable, and the variations have a Keplerian origin. This star is surrounded by a planetary system of two planets with minimum masses of 1 and 2.5 Mjup and orbital separations of 0.76 and 1.58 AU respectively. We also detect high-frequency, low-amplitude (10 m/s peak-to-peak) pulsations. Dynamical studies of the system point toward a possible 3:1 mean-motion resonance which should be confirmed within the next decade.