The techniques of colloidal chemistry permit the routine creation of semiconductor nanocrystal(1,2) whose dimensions are much smaller than those that can be realized using lithographic techniques(3-6). The sizes of such nanocrystals can be varied systematically to study quantum size effects or to make novel electronic or optical materials with tailored properties(7-9). Preliminary studies of both the electrical(10-13) and optical properties(14-16) of individual nanocrystals have been performed recently, These studies show clearly that a single excess charge on a nanocrystal can markedly influence its properties. Here we present measurements of electrical transport in a single-electron transistor made from a colloidal nanocrystal of cadmium selenide. This device structure enables the number of charge carriers on the nanocrystal to be tuned directly, and so permits the measurement of the energy required for adding successive charge carriers, Such measurements are invaluable in understanding the energy-level spectra of small electronic systems, as has been shown by similar studies of lithographically patterned quantum dots(3-6) and small metallic grains(17).