Abstract: The first observation of a new b baryon via its strong decay into Xi(b)^- pi^+ (plus charge conjugates) is reported. The measurement uses a data sample of pp collisions at sqrt(s) = 7 TeV collected by the CMS experiment at the LHC, corresponding to an integrated luminosity of 5.3 inverse femtobarns. The known Xi(b)^- baryon is reconstructed via the decay chain Xi(b)^- to J/psi Xi^- to mu^+ mu^- Lambda^0 pi^-, with Lambda^0 to p pi^-. A peak is observed in the distribution of the difference between the mass of the Xi(b)^- pi^+ system and the sum of the masses of the Xi(b)^- and pi^+, with a significance exceeding five standard deviations. The mass difference of the peak is 14.84 +/- 0.74 (stat.) +/- 0.28 (syst.) MeV. The new state most likely corresponds to the J^P=3/2^+ companion of the Xi(b).