Enhanced binding of a quantum particle coupled to a quantized field means that the Hamiltonian of the particle alone does not have a bound state, while the particle-field Hamiltonian does. For the Pauli--Fierz model, this is usually shown via the binding condition, which works less well in the case of a linear coupling to a scalar field. In particular, the case of a single particle linearly coupled to a scalar field has been open so far. Using a method relying on functional integrals and the Gaussian correlation inequality, we obtain enhanced binding for this case. From a statistical mechanics point of view, our result describes a localization phase transition (in the strength of the pair potential) for a Brownian motion subject to an external and an attractive pair potential.