We report the detection of a quasi-sinusoidally modulated optical flux with a period of 4.6343 hour in the optical and infrared band of the Fermi source 2FGL J2339.7-0531. Comparing the multi-wavelength observations, we suggest that 2FGL J2339.7-0531 is a γ-ray emitting millisecond pulsar (MSP) in a binary system with an optically visible late-type companion accreted by the pulsar, where the MSP is responsible for the γ-ray emission while the optical and infrared emission originate from the heated side of the companion. Based on the optical properties, the companion star is believed to be heated by the pulsar and reaches peak magnitude when the heated side faces the observer. We conclude that 2FGL J2339.7-0531 is a member of a subclass of γ-ray emitting pulsars -the ‘black widows’- recently revealed to be evaporating their companions in the late-stage of recycling as a prominent group of these newly revealed Fermi sources.