Laser cooling has given a boost to atomic physics throughout the last thirty
years since it allows one to prepare atoms in motional states which can only be
described by quantum mechanics. Most methods, such as Doppler cooling,
polarization gradient cooling or sub-recoil laser cooling rely, however, on a
near-resonant and cyclic coupling between laser light and well-defined internal
states. Although this feat has recently even been achieved for diatomic
molecules, it is very hard for mesoscopic particles. It has been proposed that
an external cavity may compensate for the lack of internal cycling transitions
in dielectric objects and it may thus provide assistance in the cooling of
their centre of mass state. Here, we demonstrate cavity cooling of the
transverse kinetic energy of silicon nanoparticles propagating in genuine
high-vacuum (< 10^8 mbar). We create and launch them with longitudinal
velocities even down to v < 1 m/s using laser induced thermomechanical stress
on a pristine silicon wafer. The interaction with the light of a high-finesse
infrared cavity reduces their transverse kinetic energy by more than a factor
of 30. This is an important step towards new tests of recent proposals to
explore the still speculative non-linearities of quantum mechanics with objects
in the mass range between 10^7 and 10^10 amu