A Bell inequality is a fundamental test to rule out local hidden variable model descriptions of correlations between two physically separated systems. There have been a number of experiments in which a Bell inequality has been violated using discrete-variable systems. We demonstrate a violation of Bells inequality using continuous variable quadrature measurements. By creating a four-mode entangled state with homodyne detection, we recorded a clear violation with a Bell value of B=2.31±0.02. This opens new possibilities for using continuous variable states for device independent quantum protocols.