Based on a real-time measurement of the motion of a single ion in a Paul trap, we demonstrate its electro-mechanical cooling below the Doppler limit by homodyne feedback control (cold damping). The feedback cooling results are well described by a model based on a quantum mechanical Master Equation.PACS numbers: 3.65. Ta, 42.50.Lc 32.80.Pj, 42.50.Ct, 42.50.Vk, 32.80.Lg Quantum optics, and more recently mesoscopic condensed matter physics, have taken a leading role in realizing individual quantum systems, which can be monitored continuously in quantum limited measurements, and at the same time can be controlled by external fields on time scales fast in comparison with the system evolution. Examples include cold trapped ions and atoms [1], cavity QED [2,3,4,5] and nanomechanical systems [6]. This setting opens the possibility of manipulating individual quantum systems by feedback, a problem which is not only of a fundamental interest in quantum mechanics, but also promises a new route to generating interesting quantum states in the laboratory. First experimental efforts to realize quantum feedback have been reported only recently. While not all of them may qualify as quantum feedback in a strict sense, feedback has been applied to various quantum systems [5,7,8,9,10,11]. On the theory side, this has motivated during the last decade the development of a quantum feedback theory [12,13], where the basic ingredients are the interplay between quantum dynamics and the back-action of the measurement on the system evolution. In this letter we report a first experiment to demonstrate quantum feedback control, i.e. quantum feedback cooling, of a single trapped ion by monitoring the fluorescence of the laser driven ion in front of a mirror. We establish a continuous measurement of the position of the ion which allows us to act back in a feedback loop demonstrating "cold damping" [14,15]. We will show that quantum control theory based on a quantum optical modelling of the system dynamics and continuous measurement theory of photodetection provides a quantitative understanding of the experimental results.We study a single 138 Ba + ion in a miniature Paul trap which is continuously laser-excited and laser-cooled to the Doppler limit on its S 1/2 to P 1/2 transition at 493 nm, as outlined in Fig. 1. The ion is driven by a laser near the atomic resonance, and the scattered light is emitted both into the radiation modes reflected by the mirror, as well as the other (background) modes of the quantized light field [16]. Light scattered into the mirror modes can either reach the photodetector directly, or after reflection from the mirror. From the resulting interference the motion of the ion (its projection onto the ion-mirror axis) is detected as a vibrational sideband in the fluctuation spectrum of the photon counting signal [17]. Of the three sidebands at about (1,1.2,2.3) MHz, corresponding to the three axes of vibration, we observe the one at ν = 1 MHz. It has a width Γ ≈ 400 Hz and is superimposed on the background shot noise...