The quasi-2D metal Sr$_2$RuO$_4$ is one of the best characterized unconventional superconductors, yet the nature of its superconducting order parameter is still highly debated. This information is crucial to determine the pairing mechanism of Cooper pairs. Here we use ultrasound velocity to probe the superconducting state of Sr$_2$RuO$_4$. This thermodynamic probe is symmetry-sensitive and can help to identify the superconducting order symmetry. Indeed, we observe a sharp jump in the shear elastic constant $c_{66}$ as the temperature is raised across the superconducting transition at $T_c$. This directly implies that the superconducting order parameter is of a two-component nature. Based on symmetry argument and given the other known properties of Sr$_2$RuO$_4$, we discuss what states are compatible with this requirement and propose that the two-component order parameter, namely $\lbrace d_{xz}; d_{yz} \rbrace$, is the most likely candidate.
