  We report the successful manufacture and characterization of a microwave
resonant cylindrical cavity made of bulk MgB2 superconductor (Tc = 38.5 K),
which has been produced by the Reactive Liquid Mg Infiltration technique. The
quality factor of the cavity for the TE011 mode, resonating at 9.79 GHz, has
been measured as a function of the temperature. At T = 4.2 K, the unloaded
quality factor is 2.2x10^5; it remains of the order of 10^5 up to T ~ 30 K. We
discuss the potential performance improvements of microwave cavities built from
bulk MgB2 materials produced by reactive liquid Mg infiltration.
