We report the synthesis, crystal structure, and physical properties of a quinary iron arsenide fluoride, KCa2Fe4As4F2. The new compound crystallizes in a body centered tetragonal lattice (space group I4/mmm, a = 3.8684(2) angstrom, c = 31.007(1) angstrom, Z = 2) that contains double Fe2As2 conducting layers separated by insulating Ca2F2 layers. Our measurements of electrical resistivity, direct current magnetic susceptibility, and heat capacity demonstrate bulk superconductivity at 33 K in KCa2Fe4As4F2.