First experimental observation of a Radio Frequency (RF) wave induced particle pinch has been made in experiments at the Joint European Torus (JET) with nearly on-axis ICRF (Ion Cyclotron Range of Frequencies) heating. Significant differences have been detected in discharges where the waves have been directed in opposite toroidal directions. In particular, fast ion driven Alfvén Eigenmode activity, sawtooth behavior and proton distribution functions have been found to be strongly affected. The analysis of the discharges using numerical 3D simulations of the distribution function of the resonating ions shows that the observed differences are consistent with an ICRF-induced particle pinch predicted by theory.