  The X-ray source IGR J16318-4848 was the first source discovered by INTEGRAL
on 2003, January 29. We carried out optical and near-infrared (NIR)
observations at the European Southern Observatory (ESO La Silla) in the course
of a Target of Opportunity (ToO) programme. We discovered the optical
counterpart and confirmed an already proposed NIR candidate. NIR spectroscopy
revealed a large amount of emission lines, including forbidden iron lines and
P-Cygni profiles. The spectral energy distribution of the source points towards
a high luminosity and a high temperature, with an absorption greater than the
interstellar absorption, but two orders of magnitude lower than the X-ray
absorption. We show that the source is an High Mass X-ray binary (HMXB) at a
distance between ~1 and 6 kpc, the mass donor being an early-type star,
probably a sgB[e] star, surrounded by a rich and absorbing circumstellar
material. This would make the second High Mass X-ray Binary (HMXB) with a
sgB[e] star after CI Cam, indicating that a new class of strongly absorbed
X-ray binaries is being unveiled by INTEGRAL.
