We investigate the thermal fluctuations of the colloidal gas-liquid interface subjected to a shear flow parallel to the interface. Strikingly, we find that the shear strongly suppresses capillary waves, making the interface smoother. This phenomenon can be described by introducing an effective interfacial tension that increases with the shear rate. The increase of sigma(eff) is a direct consequence of the loss of interfacial entropy caused by the flow, which affects especially the slow fluctuations. This demonstrates that the interfacial tension of fluids results from an intrinsic as well as a fluctuation contribution.