We report on an intensive observational campaign carried out with HARPS at the 3.6 m telescope at La Silla on the star CoRoT-7. Additional simultaneous photometric measurements carried out with the Euler Swiss telescope have demonstrated that the observed radial velocity variations are dominated by rotational modulation from cool spots on the stellar surface. Several approaches were used to extract the radial velocity signal of the planet(s) from the stellar activity signal. First, a simple pre-whitening procedure was employed to find and subsequently remove periodic signals from the complex frequency structure of the radial velocity data. The dominant frequency in the power spectrum was found at 23 days, which corresponds to the rotation period of CoRoT-7. The 0.8535 day period of CoRoT-7b planetary candidate was detected with an amplitude of 3.3 m s-1. Most other frequencies, some with amplitudes larger than the CoRoT-7b signal, are most likely associated with activity. A second approach used harmonic decomposition of the rotational period and up to the first three harmonics to filter out the activity signal from radial velocity variations caused by orbiting planets. After correcting the radial velocity data for activity, two periodic signals are detected: the CoRoT-7b transit period and a second one with a period of 3.69 days and an amplitude of 4 m s-1. This second signal was also found in the pre-whitening analysis. We attribute the second signal to a second, more remote planet CoRoT-7c . The orbital solution of both planets is compatible with circular orbits. The mass of CoRoT-7b is 4.8±0.8 (M⊕) and that of CoRoT-7c is 8.4± 0.9 (M⊕), assuming both planets are on coplanar orbits. We also investigated the false positive scenario of a blend by a faint stellar binary, and this may be rejected by the stability of the bisector on a nightly scale. According to their masses both planets belong to the super-Earth planet category. The average density of CoRoT-7b is ρ=5.6± 1.3 g cm-3, similar to the Earth. The CoRoT-7 planetary system provides us with the first insight into the physical nature of short period super-Earth planets recently detected by radial velocity surveys. These planets may be denser than Neptune and therefore likely made of rocks like the Earth, or a mix of water ice and rocks. Based on observations made with HARPS spectrograph on the 3.6-m ESO telescope and the EULER Swiss telescope at La Silla Observatory, Chile. The HARPS results presented in this paper (Appendix A) are available in electronic form at http://www.aanda.org and at the CDS via anonymous ftp to cdsarc.u-strasbg.fr (130.79.128.5) or via http://cdsweb.u-strasbg.fr/cgi-bin/qcat?J/A+A/506/303