We have identified a sunward-directed reconnection exhaust in the solar wind at a crossing of the heliospheric current sheet, HCS, by the ACE spacecraft. The exhaust was embedded within an interval of counterstreaming suprathermal electron strahls that provides direct evidence that reconnection produced closed (i.e., doubly connected to the Sun) magnetic field lines sunward of the reconnection site. We suggest that local, quasi-stationary reconnection at the HCS may, in general, be an important source of closed magnetic field lines often observed in the vicinity of the HCS.