We report the first direct measurement of the hyperfine transition of the ground state positronium. The hyperfine structure between ortho-positronium and para-positronium is about 203 GHz. We develop a new optical system to accumulate about 10 kW power using a gyrotron, a mode converter, and a Fabry-P{e}rot cavity. The hyperfine transition has been observed with a significance of 5.4 standard deviations. The transition probability is measured to be $A = 3.1^{+1.6}_{-1.2} times 10^{-8}$ s$^{-1}$ for the first time, which is in good agreement with the theoretical value of $3.37 times 10^{-8}$ s$^{-1}$.