Water freezes into ice in winter and evaporates into vapor in summer. Scientifically, the transformations between solid, liquid, and gas are called phase transitions and can be classified through the changes in symmetry which occur in each case. A fourth phase of matter was discovered late in the 19th century: the liquid crystal nematic, in which rod- or disk-shaped molecules align like the atoms in a solid, while continuing to flow like a liquid. Here we report thermodynamic evidence of a quantum analog of the classical nematic phase, the quantum spin nematic (SN). In an SN, the spins of a quantum magnet select a common axis, like a nematic liquid crystal, while escaping conventional magnetic order. Our state-of-the-art thermal measurements in high pulsed magnetic fields up to 33 T on the copper mineral volborthite with spin 1/2 on a frustrated lattice provide thermodynamic evidence for SN order, half a century after the theoretical proposal [Blume M, Hsieh YY (1969) J Appl Phys 40:1249; Andreev AF, Grishchuk IA (1984) J Exp Theor Phys 97:467–475].