We report the first cooling of atomic anions by laser radiation. O^{-} ions confined in a linear Paul trap were cooled by selectively photodetaching the hottest particles. For this purpose, anions with the highest total energy were illuminated with a 532 nm laser at their maximal radial excursion. Using laser-particle interaction, we realized a both colder and denser ion cloud, achieving a more than threefold temperature reduction from 1.15 to 0.33 eV. Compared with the interaction with a dilute buffer gas, the energy-selective addressing and removal of anions resulted in lower final temperatures, yet acted 10 times faster and preserved twice as large a fraction of ions in the final state. An ensemble of cold negative ions affords the ability to sympathetically cool any other negative ion species, enabling or facilitating a broad range of fundamental studies from interstellar chemistry to antimatter gravity. The technique can be extended to any negative ion species that can be neutralized via photodetachment.