This paper studies the Degrees of Freedom (DoF) of the two-user multi-antenna Gaussian interference channel with an {\em instantaneous relay}, or relay without delay, where the relay transmitted signal in channel use $t$ can depend on all received signals up to and including that at channel use $t$. It is assumed that the two transmitters and the two receivers have $M$ antennas, while the relay receives through $N$ antennas and transmits through $L$ antennas. An achievable DoF region is derived, for all possible values of $(M,N,L)$, based on a memoryless linear transmission strategy at the relay that aims to {\it neutralize} as much interference as possible at the receivers. The proposed scheme is shown to attain the largest sum DoF among all memoryless linear transmission strategies at the relay and to actually be optimal for certain values of $(M,N,L)$.