A magnetic skyrmion is a topologically stable particle-like object that appears as a vortex-like spin texture at the nanometer scale in a chiral-lattice magnet. Skyrmions have been observed in metallic materials, where they are controllable by electric currents. Here, we report the experimental discovery of magnetoelectric skyrmions in an insulating chiral-lattice magnet Cu2OSeO3 through Lorentz transmission electron microscopy and magnetic susceptibility measurements. We find that the skyrmion can magnetically induce electric polarization. The observed magnetoelectric coupling may potentially enable the manipulation of the skyrmion by an external electric field without losses due to joule heating.