We report the first detection of CO in the bulge of M31. The (CO)-C-12 (1-0
) and (2-1) lines are both detected in the dust complex D395A/393/384, at 1
.3 arcmin (similar to 0.35 kpc) from the centre. From these data and from v
isual extinction data, we derive a CO luminosity to reddening ratio (and a
CO luminosity to H-2 column density ratio) quite similar to that observed i
n the local Galactic clouds. The (2-1) to (1-0) line intensity ratio points
to a CO rotational temperature and a gas kinetic temperature of > 10 K. Th
e molecular mass of the complex, inside a 25-arcsec (100 pc) region, is 1.5
x10(4) M-..