The magnetic field in the central few hundred parsecs of the Milky Way has a dipolar geometry and is substantially stronger than elsewhere in the Galaxy, with estimates ranging up to a milligauss ( refs 1 - 6). Characterization of the magnetic field at the Galactic Centre is important because it can affect the orbits of molecular clouds by exerting a drag on them, inhibit star formation, and could guide a wind of hot gas or cosmic rays away from the central region. Here we report observations of an infrared nebula having the morphology of an intertwined double helix about 100 parsecs from the Galaxy's dynamical centre, with its axis oriented perpendicular to the Galactic plane. The observed segment is about 25 parsecs in length, and contains about 1.25 full turns of each of the two continuous, helically wound strands. We interpret this feature as a torsional Alfven wave propagating vertically away from the Galactic disk, driven by rotation of the magnetized circumnuclear gas disk. The direct connection between the circumnuclear disk and the double helix is ambiguous, but the images show a possible meandering channel that warrants further investigation.