We present the first absorption spectrum of the unperturbed diatomic molecular ion FeH+ in any wavelength range. The cryogenic X-ray absorption spectrum at the L2 and L3 edge is consistent with an iron 3d occupation of 6.24e. Comparison with the interstellar absorption spectrum of Cygnus X-1 indicates that FeH+ cannot be ruled out as a component of the absorbing medium.