The band of water vapor has been observed for the first time using a heated cell associated with a Fourier transform spectrometer. About 30 lines of this band have been assigned and the band center together with the rotational constants of the (040) vibrational state have been obtained. Large intensity anomalies are present: only the P branch appears whereas the Q and R branches are almost invisible. Some line intensities have been estimated leading to a total band intensity [S_{v}(4\nu_{2}) = 0.189 \times 10^{-22} cm^{-1}/molecule.cm^{-2}\ at \ 296\ k]