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Sulphur is depleted in cold dense molecular clouds with embedded young stellar objects, indicating that most of it probably resides in solid grains. Iron sulphide grains are the main sulphur species in cometary dust particles, but there has been no direct evidence for FeS in astronomical sources, which poses a considerable problem, because sulphur is a cosmically abundant element. Here we report laboratory infrared spectra of FeS grains from primitive meteorites, as well as from pyrrhotite ([Fe, Ni](1-x)S) grains in interplanetary dust, which show a broad FeS feature centred at approximately 23.5 micrometres. A similar broad feature is seen in the infrared spectra of young stellar objects, implying that FeS grains are an important but previously unrecognized component of circumstellar dust. The feature had previously been attributed to FeO. The observed astronomical line strengths are generally consistent with the depletion of sulphur from the gas phase, and with the average Galactic sulphur/silicon abundance ratio. We conclude that the missing sulphur has been found.