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Ion cyclotron resonance is one of the fundamental energy conversion processes through field-particle interaction in collisionless plasmas. However, the key evidence for ion cyclotron resonance (i.e., the coherence between electromagnetic fields and the ion phase space density) and the resulting damping of ion cyclotron waves (ICWs) has not yet been directly observed. Investigating the high-quality measurements of space plasmas by the Magnetospheric Multiscale (MMS) satellites, we find that both the wave electromagnetic field vectors and the bulk velocity of the disturbed ion velocity distribution rotate around the background magnetic field. Moreover, we find that the absolute gyro-phase angle difference between the center of the fluctuations in the ion velocity distribution functions and the wave electric field vectors falls in the range of (0, 90) degrees, consistent with the ongoing energy conversion from wave-fields to particles. By invoking plasma kinetic theory, we demonstrate that the field-particle correlation for the damping ion cyclotron waves in our theoretical model matches well with our observations. Furthermore, the wave electric field vectors ($δ\mathbf{E'}_{\mathrm {wave,\perp}}$), the ion current density ($δ\mathbf{J}_\mathrm {i,\perp}$) and the energy transfer rate ($δ\mathbf{J}_\mathrm {i,\perp}\cdot δ\mathbf{E'}_{\mathrm {wave,\perp}}$) exhibit quasi-periodic oscillations, and the integrated work done by the electromagnetic field on the ions are positive, indicates that ions are mainly energized by the perpendicular component of the electric field via cyclotron resonance. Therefore, our combined analysis of MMS observations and kinetic theory provides direct, thorough, and comprehensive evidence for ICW damping in space plasmas.