Condensed matter systems have now become a fertile ground to discover emerging topological quasiparticles with symmetry protected modes. While many studies have focused on fermionic excitations, the same conceptual framework can also be applied to bosons yielding new types of topological states. Motivated by Zhang et al.'s recent theoretical prediction of double Weyl phonons in transition metal monosilicides [Phys. Rev. Lett. 120, 016401 (2018)PRLTAO0031-900710.1103/PhysRevLett.120.016401], we directly measure the phonon dispersion in parity-breaking FeSi using inelastic x-ray scattering. By comparing the experimental data with theoretical calculations, we make the first observation of double Weyl points in FeSi, which will be an ideal material to explore emerging bosonic excitations and its topologically nontrivial properties.