We report the direct experimental observation of photonic nanojets created by single latex microspheres illuminated by a plane wave at a wavelength of 520 nm. Measurements are performed with a fast scanning confocal microscope in detection mode, where the detection pinhole defines a diffraction-limited observation volume that is scanned in three dimensions over the microsphere vicinity. From the collected stack of images, we reconstruct the full 3 dimensional photonic nanojet beam. Observations are conducted for polystyrene spheres of 1, 3 and 5 microm diameter deposited on a glass substrate, the upper medium being air or water. Experimental results are compared to calculations performed using the Mie theory. We measure nanojet sizes as small as 270 nm FWHM for a 3 microm sphere at a wavelength lambda of 520 nm. The beam keeps a subwavelength FWHM over a propagation distance of more than 3 lambda, displaying all the specificities of a photonic nanojet.