Weyl semimetals provide the realization of Weyl fermions in solid-state physics. Among all the physical phenomena that are enabled by Weyl semimetals, the chiral anomaly is the most unusual one. Here, we report signatures of the chiral anomaly in the magneto-transport measurements on the first Weyl semimetal TaAs. We show negative magnetoresistance under parallel electric and magnetic fields, that is, unlike most metals whose resistivity increases under an external magnetic field, we observe that our high mobility TaAs samples become more conductive as a magnetic field is applied along the direction of the current for certain ranges of the field strength. We present systematically detailed data and careful analyses, which allow us to exclude other possible origins of the observed negative magnetoresistance. Our transport data, corroborated by photoemission measurements, first-principles calculations and theoretical analyses, collectively demonstrate signatures of the Weyl fermion chiral anomaly in the magneto-transport of TaAs.