A key manifestation of superfluidity in liquids and gases is a reduction of the moment of inertia under slow rotations. Nonclassical rotational effects have also been considered in the context of the elusive supersolid phase of matter, in which superfluidity coexists with a lattice structure. Here, we show that the recently discovered supersolid phase in dipolar quantum gases features a reduced moment of inertia. Using a dipolar gas of dysprosium atoms, we studied a peculiar rotational oscillation mode in a harmonic potential, the scissors mode, previously investigated in ordinary superfluids. From the measured moment of inertia, we deduced a superfluid fraction that is different from zero and of order of unity, providing direct evidence of the superfluid nature of the dipolar supersolid.