We present the first release of the X-shooter Spectral Library (XSL). This release contains 237 stars. The spectra in this release span a wavelength range of 3000-10 200 Å and have been observed at a resolving power of R ≡ λ/ Δλ ~ 10 000. The spectra were obtained at ESO's 8-m Very Large Telescope (VLT). The sample contains O-M, long-period variable, C and S stars. The spectra are flux-calibrated and telluric-corrected. We describe a new technique for the telluric correction. The wavelength coverage, spectral resolution, and spectral type of this library make it well suited to stellar population synthesis of galaxies and clusters, kinematical investigation of stellar systems, and the study of the physics of cool stars. Full Table 3 and Table A.1 are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/565/A117