Self organisation provides an elegant explanation for how complex structures emerge and persist throughout nature. Surprisingly often, these structures exhibit remarkably similar scale-invariant properties. While this is sometimes captured by simple models that feature a critical point as an attractor for the dynamics, the connection to real-world systems is exceptionally hard to test quantitatively. Here we observe three key signatures of self-organised criticality in the dynamics of a driven-dissipative gas of ultracold atoms: (i) self-organisation to a stationary state that is largely independent of the initial conditions, (ii) scale-invariance of the final density characterised by a unique scaling function, and (iii) large fluctuations of the number of excited atoms (avalanches) obeying a characteristic power-law distribution. This establishes a well-controlled platform for investigating self-organisation phenomena and non-equilibrium criticality with unprecedented experimental access to the underlying microscopic details of the system.