Interference of matter waves is at the heart of quantum physics and has been observed for a wide range of particles from electrons to complex molecules. Here, we demonstrate matter wave interference of single positrons using a period-magnifying Talbot-Lau interferometer based on material diffraction gratings. The system produced high-contrast periodic fringes, which were detected by means of nuclear emulsions capable of determining the impact point of each individual positron with submicrometric resolution. The measured energy dependence of fringe contrast in the range of 8 to 16 keV proves the quantum-mechanical origin of the periodic pattern and excludes classical projective effects, providing the first observation to date of antimatter wave interference. Future applications of this interferometric technique include the measurement of the gravitational acceleration of neutral antimatter systems exploiting the inertial sensing capabilities of Talbot-Lau interference.