We report on the observation of excitation of Majorana fermions in a Nb-InSb nanowire quantum dot-Nb hybrid system. The InSb nanowire quantum dot is formed between the two Nb contacts by weak Schottky barriers and is thus in the regime of strong couplings to the contacts. Due to the proximity effect, the InSb nanowire segments covered by superconductor Nb contacts turn to superconductors with a superconducting energy gap $Delta^*$. Under an applied magnetic field larger than a critical value for which the Zeeman energy in the InSb nanowire is $E_zsim Delta^*$, the entire InSb nanowire is found to be in a nontrivial topological superconductor phase, supporting a pair of Majorana fermions, and Cooper pairs can transport between the superconductor Nb contacts via the Majorana fermion states. This transport process will be suppressed when the applied magnetic field becomes larger than a second critical value at which the transition to a trivial topological superconductor phase occurs in the system. This physical scenario has been observed in our experiment. We have found that the measured zero-bias conductance for our hybrid device shows a conductance plateau in a range of the applied magnetic field in quasi-particle Coulomb blockade regions.