We report the detection of the HI line at 21 cm in the direction of alpha Ori with the Nancay Radiotelescope and with the Very Large Array. The observations confirm the previous detection of HI emission centered on alpha Ori, but additionally reveal for the first time a quasi-stationary detached shell of neutral atomic hydrogen ~4 arcmin. in diameter (0.24 pc at a distance of 200 pc). The detached shell appears elongated in a direction opposite to the stars space motion. A simple model shows that this detached atomic gas shell can result from the collision of the stellar wind from alpha Ori with the local interstellar medium (ISM). It implies that alpha Ori has been losing matter at a rate of ~ 1.2x10^-6 solar masses per year for the past 8x10^4 years. In addition, we report the detection of atomic hydrogen associated with the far-infrared arc located 6 arcmin. north-east of alpha Ori, that has been suggested to trace the bow shock resulting from the motion of the star through the ISM. We report also the detection by the Galaxy Evolution Explorer (GALEX) of a far-UV counterpart to this arc.