A search for microscopic black hole production and decay in pp collisions at a center-of-mass energy of 7 TeV has been conducted by the CMS Collaboration at the LHC, using a data sample corresponding to an integrated luminosity of 35 pb-1. Events with large total transverse energy are analyzed for the presence of multiple high-energy jets, leptons, and photons, typical of a signal expected from a microscopic black hole. Good agreement with the standard model backgrounds, dominated by QCD multijet production, is observed for various final-state multiplicities and model-independent limits on new physics in these final states are set. Using simple semi-classical approximation, limits on the minimum black hole mass are derived as well, in the range 3.5-4.5 TeV. These are the first direct limits on black hole production at a particle accelerator.