Fermion anti-bunching was directly observed by measuring the cross-covariance of the current fluctuations of partitioned electrons. A quantum point contact was used to inject single-mode electrons into a mesoscopic electron beam splitter device. The beam splitter output currents showed negative cross-covariance, indicating that the electrons arrived individually at the beam splitter and were randomly partitioned into two output channels. As the relative time delay between the outputs was changed, the observed ringing in the cross-covariance was consistent with the bandwidths used to monitor the fluctuations. The result demonstrates a fermion complement to the Hanbury Brown and Twiss experiment for photons