  We experimentally study the motion of a colloidal particle, translated back
and forth within a viscoelastic, i.e. non-Markovian bath. The particle starts
in equilibrium before the forward motion, but only partially relaxes at the
turning point. During the backward motion, we measure a systematic (negative)
heat flow from the bath to the particle. Our observations are in good agreement
with a simple model that describes the time-delayed response of the fluid. We
expect our results to be important for the realization and optimization of
novel types of micro-engines in non-Markovian surroundings.
