We have analyzed the spectrum of the quasar PKS 1232+082 obtained by Petitjean et al. (2000). HD molecular lines are identified in an absorption system at the redshift z=2.3377. The column density of HD molecules in the system is estimated, N(HD)=(1-4)x10^{14} cm^{-2}. The temperature of excitation of the first rotational level J=1 relative to the ground state J=0 is T_ex=70+-7 K. This is, to our knowledge, the first detection of HD molecules at high redshift.