The existence of a cosmological magnetic field could be revealed by the effects of non-trivial helicity on large scales. We evaluate a CP (conjugation plus parity) odd statistic, Q, using gamma-ray data obtained from Fermi satellite observations at high galactic latitudes to search for such a signature. Observed values of Q are found to be non-zero; the probability of a similar signal in Monte Carlo simulations is ∼0.2 per cent. Contamination from the Milky Way does not seem to be responsible for the signal since it is present even for data at very high galactic latitudes. Assuming that the signal is indeed due to a helical cosmological magnetic field, our results indicate left-handed magnetic helicity and field strength ∼10^-14 G on ∼10 Mpc scales.