The HeH2 van der Waals complex has been identified in a molecular beam produced by a cryogenic (T0=24.7 K) free jet expansion of a 1% H2 mixture in 99% 4He gas. The weakly bound HeH2 complexes in the beam are identified via their first order diffraction angles after passing through a 100 nm period transmission grating. An electron impact mass spectrometer analysis of the diffraction patterns is used to discriminate against ion fragments of the constituent gas clusters.