  We report the direct observation of the non-reciprocity of the velocity of
light, induced in a gas by electric and magnetic fields. This bilinear
magneto-electro-optical phenomenon appears in the presence of crossed electric
and magnetic fields perpendicular to the light wavevector, as a refractive
index difference between two counterpropagating directions. Using a high
finesse ring cavity, we have measured this magneto-electric non-reciprocity in
molecular Nitrogen at ambient temperature and atmospheric pressure; for light
polarized parallel to the magnetic field it is $2\eta_{\parallel
\;{\mathrm{exp}}}(\mathrm{N_2})= (4.7\pm 1)\times
10^{-23}\;{m.V}^{-1}{.T}^{-1}$ for $\lambda =1064\;$nm, in agreement with the
expected order of magnitude. Our measurement opens the way to a deeper insight
into light-matter interaction, since bilinear magneto-electric effects
correspond to a coupling beyond the electric dipole approximation. We were able
to measure a magneto-electric non-reciprocity as small as $\Delta n = (5\pm 2)
\times 10^{-18}$, which makes its observation in quantum vacuum a conceivable
challenge.
