We present the first direct measurements of glyoxal (CHOCHO) in the atmosphere, and demonstrate that glyoxal measurements are possible by differential optical absorption spectroscopy (DOAS). Glyoxal was routinely detected during the daytime in Mexico City, where mixing ratios ranged from <0.15 ppbv (detection limit) to 1.82 ppbv. These time-resolved measurements resolve the rapid diurnal variation of glyoxal, and indicate the onset of volatile organic compound (VOC) oxidation about 1hr after sunrise. The atmospheric lifetime of glyoxal is determined to be 1.3 hr for overhead sun conditions. Then elevated glyoxal levels indicate a persistently active VOC chemistry during most of the day. Glyoxal forms from the oxidation of numerous VOCs, which foster the formation of 'photochemical smog' including ozone and aerosol particles; atmospheric levels are essentially unaffected by direct vehicle emissions in Mexico City. Satellite measurements of glyoxal seem feasible, making possible the better identification of photochemical hot spots in the Earth's atmosphere.