We used a ~300 ks long XMM-Newton observation of the Seyfert 1 galaxy MCG-6-30-15 to study the correlation between the 0.2-10 keV X-ray and the 3000-4000 A bands. We found a significant correlation peak at a time lag of 160 ks where the UV flux variations preceded the variations in the X-ray band. We interpret this result as evidence in favour of Comptonisation models where the observed X-rays are produced through Compton up-scattering of thermal UV seed photons from an accretion disc, as this process naturally predicts the UV variations to precede similar flux variations in the X-rays. The length of the time lag favours models where the observed UV and the seed-photon-emitting regions are connected by perturbations of the accretion flow traveling inwards through the disc, affecting first the main U-band-emitting radii and then the innermost region where the bulk of the seed photons is expected to be produced. Finally, the absence of significant features in the correlation function with X-ray flux variations preceding those in the UV indicates that the observed U-band photons are not mainly produced through reprocessing of hard X-rays in this source.