Cryptographic key exchange protocols traditionally rely on computational conjectures such as the hardness of prime factorisation to provide security against eavesdropping attacks. Remarkably, quantum key distribution protocols like the one proposed by Bennett and Brassard provide information-theoretic security against such attacks, a much stronger form of security unreachable by classical means. However, quantum protocols realised so far are subject to a new class of attacks exploiting implementation defects in the physical devices involved, as demonstrated in numerous ingenious experiments. Following the pioneering work of Ekert proposing the use of entanglement to bound an adversary's information from Bell's theorem, we present here the experimental realisation of a complete quantum key distribution protocol immune to these vulnerabilities. We achieve this by combining theoretical developments on finite-statistics analysis, error correction, and privacy amplification, with an event-ready scheme enabling the rapid generation of high-fidelity entanglement between two trapped-ion qubits connected by an optical fibre link. The secrecy of our key is guaranteed device-independently: it is based on the validity of quantum theory, and certified by measurement statistics observed during the experiment. Our result shows that provably secure cryptography with real-world devices is possible, and paves the way for further quantum information applications based on the device-independence principle.