Knots are very common in polymers, including DNA and protein molecules. Yet, no genuine knot has been identified in natural RNA molecules to date. Upon re-examining experimentally determined RNA 3D structures, we discovered a trefoil knot 31, the most basic non-trivial knot, in the RydC RNA. This knotted RNA is a member of a small family of short bacterial RNAs, whose secondary structure is characterized by an H-type pseudoknot. Molecular dynamics simulations suggest a folding pathway of the RydC RNA that starts with a native twisted loop. Based on sequence analyses and computational RNA 3D structure predictions, we postulate that this trefoil knot is a conserved feature of all RydC-related RNAs. The first discovery of a knot in a natural RNA molecule introduces a novel perspective on RNA 3D structure formation and on fundamental research on the relationship between function and spatial structure of biopolymers.