We present the first sample of diffuse interstellar bands (DIBs) in the nearby galaxy M33. Studying DIBs in other galaxies allows the behaviour of the carriers to be examined under interstellar conditions which can be quite different from those of the Milky Way, and to determine which DIB properties can be used as reliable probes of extragalactic interstellar media. Multi-object spectroscopy of 43 stars in M33 has been performed using Keck/DEIMOS. The stellar spectral types were determined and combined with literature photometry to determine the M33 reddenings E(B-V)M33. Equivalent widths or upper limits have been measured for the λ5780 DIB towards each star. DIBs were detected towards 20 stars, demonstrating that their carriers are abundant in M33. The relationship with reddening is found to be at the upper end of the range observed in the Milky Way. The line of sight towards one star has an unusually strong ratio of DIB equivalent width to E(B-V)M33, and a total of seven DIBs were detected towards this star.