Aims: Non-thermal radio emission associated with massive stars is believed to
arise from a wind-wind collision in a binary system. However, the evidence of
binarity is still lacking in some cases, notably Cyg OB2 #9 Methods: For
several years, we have been monitoring this heavily-reddened star from various
observatories. This campaign allowed us to probe variations both on short and
long timescales and constitutes the first in-depth study of the visible
spectrum of this object. Results: Our observations provide the very first
direct evidence of a companion in Cyg OB2 #9, confirming the theoretical
wind-wind collision scenario. These data suggest a highly eccentric orbit with
a period of a few years, compatible with the 2yr-timescale measured in the
radio range. In addition, the signature of the wind-wind collision is very
likely reflected in the behaviour of some emission lines.Comment: accepted by A&A, 4 p, 3figure