By combining cosmological probes at low, intermediate and high redshifts, we investigate the observational viability of a class of models with interaction in the dark sector. We perform a Bayesian analysis using the latest data sets of type Ia supernovae, baryon acoustic oscillations, the angular acoustic scale of the cosmic microwave background, and measurements of the expansion rate. When combined with the current measurement of the local expansion rate obtained by the Hubble Space Telescope, we find that these observations provide evidence in favour of interacting models with respect to the standard cosmology.