The superconductor MgB2, with a transition temperature of 39 K, has significant potential for future electronics. An essential step is the achievement of Josephson circuits, of which the superconducting quantum interference device ~SQUID! is the most important. Here, we report Josephson quantum interference in superconducting MgB2 thin films. Modulation voltages of up to 30 mV are observed in an all-MgB2 SQUID, based on focused-ion-beam patterned nanobridges. These bridges, with a length scale ,100 nm, have outstanding critical current densities of 73106 A/cm2 at 4.2 K.