  Hydrogen and helium transmission signals trace the upper atmospheres of hot
gas-giant exoplanets, where the incoming stellar extreme ultraviolet and X-ray
fluxes are deposited. Further, for the hottest stars, the near-ultraviolet
excitation of hydrogen in the Balmer continuum may play a dominant role in
controlling the atmospheric temperature and driving photoevaporation. KELT-9 b
is the archetypal example of such an environment as it is the hottest gas-giant
exoplanet known to date (T$_{eq}$ $\sim$ 4500 K) and orbits an A0V-type star.
Studies of the upper atmosphere and escaping gas of this ultra-hot Jupiter have
targeted the absorption in the Balmer series of hydrogen (n$_1$ = 2
$\rightarrow$ n$_2$ $>$ 2). Unfortunately, the lowermost metastable helium
state that causes the triplet absorption at 108.3 nm is not sufficiently
populated for detection. Here, we present evidence of hydrogen absorption in
the Paschen series in the transmission spectrum of KELT-9 b observed with
CARMENES. Specifically, we focus on the strongest line covered by its NIR
channel, Paschen-$\beta$ at 1282.16 nm (n$_1$ = 3 $\rightarrow$ n$_2$ = 5). The
observed absorption shows a contrast of (0.53 $^{+0.12}_{-0.13}$)%, a blueshift
of $-$14.8 $^{+3.5}_{-3.2}$ km/s, and a FWHM of 31.9$^{+11.8}_{-8.3}$ km/s. The
observed blueshift in the absorption feature could be explained by day-to-night
circulation within the gravitationally bound atmosphere or, alternatively, by
Paschen-$\beta$ absorption originating in a tail of escaping gas moving toward
the observer as a result of extreme atmospheric evaporation. This detection
opens a new window for investigating the atmospheres of ultra-hot Jupiters,
providing additional constraints of their temperature structure, mass-loss
rates, and dynamics for future modeling of their scorching atmospheres.
