A major obstacle in understanding the mechanism of Cooper pairing in the cuprates is the existence of various intertwined orders associated with spin, charge, and Cooper pairs 1,2 . Of particular importance is the ubiquitous charge order features that have been observed in a variety of cuprates 2-12 , especially in the underdoped regime of the phase diagram. To explain the origin of the charge order and its implication to the superconducting phase, many theoretical models have been proposed, such as charge stripes 13 , electronic nematicity 13,14 , and Fermi surface instability 6,15 . A highly appealing physical picture is the so-called pair density wave (PDW), a periodic modulation of Cooper paring in space, which may also induce a charge order 2,16-32 . To elucidate the existence and nature of the PDW order, here we use scanning tunneling microscopy (STM) to investigate a severely underdoped Bi2Sr2CaCu2O8+δ, in which superconductivity just emerges on top of a pronounced checkerboard charge order. By analyzing the spatial distribution of the spectral features characteristic of superconductivity, we observe a periodic modulation of both the superconducting coherence peak and gap depth, demonstrating the existence of a density wave order of Cooper pairing. The PDW order has the same spatial periodicity as the charge order, and the amplitudes of the two orders exhibit clear positive correlation. These results shed important new lights on the origin of and interplay between the charge order and Cooper pairing modulation in the cuprates.The basic idea of PDW can date back to the original proposal of Fulde-Ferrell 33 and Larkin-Ovchinnikov 34,35 , in which the singlet pairing between the Zeeman-split Fermi surfaces will have a finite momentum Q, corresponding to periodic spatial modulations. For cuprates, several types of PDW orders have been proposed to be the origin of the charge order 16-30 , including unidirectional 16-22 , bidirectional 23 , and Ampere pairings 24 . More recently, theories involving the intertwinned PDW with d-form factor charge order and superconductivity have been extensively studied [25][26][27][28][29][30] , and it is proposed that both orders share a common wavevector.Although PDW in the cuprates has been predicted for more than 10 years, direct experimental proof of its existence has been lacking. The main challenge is how to probe the spatial distribution of Cooper pairing in the atomic scale. A significant recent progress is the detection of PDW state in optimally doped Bi2Sr2CaCu2O8+δ (Bi-2212) by using scanning Josephson tunneling microscopy (SJTM) 36 . In this technique, a scanning tip is decorated by a nanometer-sized superconducting (SC) Bi-2212 flake, and the tunneling of Cooper pairs between the tip and sample is utilized to map out the local distribution of Josephson critical current IJ(r). It was found that the superfluid density ρS(r) shows a checkerboard pattern indicative of the PDW state, and it shares a common wavevector with the checkerboard charge order. The most probab...