We obtained K-band (2.0-2.5 micron) infrared spectra of the visually obscured superluminal source GRS 1915+105 on three different epochs of the year 1995, at times when it was detected as a hard X-ray source. The three spectra exhibit HI Br(gamma) (2.167 micron) and HeI (2.058 micron) emission lines. The spectral morphology, absolute magnitude, and time-variability of the infrared counterpart are consistent with the class of high mass X-ray binaries that contain late Oe and early Be as mass donor stars. In GRS 1915+105 we have not detected Doppler-shifted emission lines, as observed in the classic stellar source of relativistic jets SS 433. We discuss why in GRS 1915+105 it may be more difficult than in SS 433 to detect emission lines from the jets.