  We present here an analysis of the light curves of 5.3 million stars in the
Small Magellanic Cloud observed by EROS (Exp\'erience de Recherche d'Objets
Sombres). One star exhibits a variation that is best interpreted as due to
gravitational microlensing by an unseen object. This candidate was also
reported by the MACHO collaboration. Once corrected for blending, the Einstein
radius crossing time is 123 days, corresponding to lensing by a Halo object of
$2.6^{+8.2}_{-2.3} M_{\odot}$. The maximum magnification is a factor of 2.6.
The light curve also displays a periodic modulation with a 2.5% amplitude and a
period of 5.1 days. Parallax analysis of the candidate indicates that a Halo
lens would need to have a mass of at least $0.3 M_{\odot}$, although a lens in
the SMC could have a mass as low as $0.07 M_{\odot}}$. We estimate the optical
depth for microlensing towards the SMC due to this event to be $\sim 3.3 \times
10^{-7}$, with an uncertainty dominated by Poisson statistics. We show that
this optical depth corresponds to about half that expected for a spherical
isothermal Galactic Halo comprised solely of such objects, and that it is
consistent with SMC self-lensing if the SMC is elongated along the
line-of-sight by at least 5 kpc.
