We present the first absolute proper motion measurement of Leo I, based on two epochs of HST ACS/WFC images separated by ~5 years. The average shift of Leo I stars with respect to ~100 background galaxies implies a proper motion of (mu_W, mu_N) = (0.1140 +/- 0.0295, -0.1256 +/- 0.0293) mas/yr. The implied Galactocentric velocity vector, corrected for the reflex motion of the Sun, has radial and tangential components V_rad = 167.9 +/- 2.8 km/s and V_tan = 101.0 +/- 34.4 km/s, respectively. We study the detailed orbital history of Leo I by solving its equations of motion backward in time for a range of plausible mass models for the Milky Way and its surrounding galaxies. Leo I entered the Milky Way virial radius 2.33 +/- 0.21 Gyr ago, most likely on its first infall. It had a pericentric approach 1.05 +/- 0.09 Gyr ago at a Galactocentric distance of 91 +/- 36 kpc. We associate these time scales with characteristic time scales in Leo Is star formation history, which shows an enhanced star formation activity ~2 Gyr ago and quenching ~1 Gyr ago. There is no indication from our calculations that other galaxies have significantly influenced Leo Is orbit, although there is a small probability that it may have interacted with either Ursa Minor or Leo II within the last ~1 Gyr. For most plausible Milky Way masses, the observed velocity implies that Leo I is bound to the Milky Way. However, it may not be appropriate to include it in models of the Milky Way satellite population that assume dynamical equilibrium, given its recent infall. Solution of the complete (non-radial) timing equations for the Leo I orbit implies a Milky Way mass M_MW,vir = 3.15 (-1.36, +1.58) x 10^12 Msun, with the large uncertainty dominated by cosmic scatter. In a companion paper, we compare the new observations to the properties of Leo I subhalo analogs extracted from cosmological simulations.
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