We present the first observation of a solar filament formed by magnetic reconnection, associated chromospheric evaporation, and subsequent coronal condensation. Driven by shearing motion during flux emergence, a sequential tether-cutting reconnection process occurred and resulted in an M1.3 confined flare accompanied by the formation of a sigmoid structure. It is found that the flare had conjugate compact footpoint brightenings, which correspond to the footpoints of the sigmoid. Furthermore, observational evidence of explosive evaporation is well diagnosed at the conjugate footpoint brightenings in the impulsive phase of the flare. After the flare, continuous cool condensations formed at about the middle section of the sigmoid and then moved in opposite directions along the sigmoid, eventually leading to the formation of the filament. These observations suggest that magnetic reconnection can not only form the magnetic field structure of the filament but also heat the chromospheric footpoints during their formation and drive chromospheric evaporation. As a result, the heated chromospheric plasma may be evaporated into the magnetic field structure of the filament, where the accumulated hot plasma might suffer from thermal instability or nonequilibrium, causing catastrophic cooling and coronal condensation to form the cool, dense material of the filament. This observation lends strong support to the evaporation-condensation model and highlights the crucial role of magnetic reconnection in forming both the magnetic field structure and the cool, dense material of the filaments.