The main advantage proton beams offer over photon beams in radiation therapy of cancer patients is the dose maximum at their finite range, yielding a reduction in the dose deposited in healthy tissues surrounding the tumor. Since no direct method exists to measure the beam's range during dose delivery, safety margins around the tumor are applied, compromising the dose conformality and reducing the targeting accuracy. Here, we demonstrate that online MRI can visualize the proton beam and reveal its range during irradiation of liquid-filled phantoms. A clear dependence on beam energy and current was found. These results stimulate research into novel MRI-detectable beam signatures and already find application in the geometric quality assurance for magnetic resonance-integrated proton therapy systems currently under development.