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Two-neutrino double electron capture (2νECEC) is a second-order Weak process with predictedhalf-lives that surpass the age of the Universe by many orders of magnitude [1]. Until now, indi-cations for 2νECEC decays have only been seen for two isotopes,78Kr [2, 3] and130Ba [4, 5], andinstruments with very low background levels are needed to detect them directly with high statisticalsignificance [6, 7]. The 2νECEC half-life provides an important input for nuclear structure models[8–14] and its measurement represents a first step in the search for the neutrinoless double electroncapture processes (0νECEC). A detection of the latter would have implications for the nature of theneutrino and give access to the absolute neutrino mass [15–17]. Here we report on the first directobservation of 2νECEC in124Xe with the XENON1T Dark Matter detector. The significance of thesignal is 4.4σand the corresponding half-lifeT2νECEC1/2= (1.8±0.5stat±0.1sys)×1022y is the longestever measured directly. This study demonstrates that the low background and large target massof xenon-based Dark Matter detectors make them well suited to measuring other rare processes aswell, and it highlights the broad physics reach for even larger next-generation experiments