We review radio, X-ray and near-infrared (NIR) observations of the Milky Way’s central parsec and the compact, non-thermal radio source Sagittarius A* (Sgr A*). The emphasis of this article lies on the observations of the last decade, which accumulated compelling evidence that Sgr A* is a supermassive black hole of 3.6±0.4×106 M⊙, locatedat the dynamical centre o our galaxy. The nuclear stellar cluster shows a central cusp around Sgr A* and contains several components of young stars, which are evidence for recent star formation episodes. Recent X-ray and NIR observations of Sgr A* quiescent and flare activity provide information on emission/accretion processes happening within a few Schwarzschild radii of the central black hole.