Refined infrared magnetotransmission experiments have been performed in magnetic fields B up to 35 T on a series of multilayer epitaxial graphene samples. Following the main optical transition involving the n=0 Landau level (LL), we observe a new absorption transition increasing in intensity with magnetic fields B>26 T. Our analysis shows that this is a signature of the breaking of the SU(4) symmetry of the n=0 LL. Using a quantitative model, we show that the only symmetry-breaking scheme consistent with our experiments is a charge density wave (CDW).