This Letter presents the first search for supersymmetry in final states containing one isolated electron or muon, jets, and missing transverse momentum from √s=7 TeV proton-proton collisions at the LHC. The data were recorded by the ATLAS experiment during 2010 and correspond to a total integrated luminosity of 35 pb(-1). No excess above the standard model background expectation is observed. Limits are set on the parameters of the minimal supergravity framework, extending previous limits. Within this framework, for A(0)=0 GeV, tanβ=3, and μ>0 and for equal squark and gluino masses, gluino masses below 700 GeV are excluded at 95% confidence level.