We present the first INTEGRAL AGN catalog, based on observations performed from launch of the mission in October 2002 until January 2004. The catalog includes 42 AGN, of which 10 are Seyfert 1, 17 are Seyfert 2, and 9 are intermediate Seyfert 1.5. The fraction of blazars is rather small with 5 detected objects, and only one galaxy cluster and no star-burst galaxies have been detected so far. A complete subset consists of 32 AGN with a significance limit of 7 sigma in the INTEGRAL/ISGRI 20-40 keV data. Although the sample is not flux limited, the distribution of sources shows a ratio of obscured to unobscured AGN of 1.5 - 2.0, consistent with luminosity dependent unified models for AGN. Only four Compton-thick AGN are found in the sample. Based on the INTEGRAL data presented here, the Seyfert 2 spectra are slightly harder (Gamma = 1.95 +- 0.01) than Seyfert 1.5 (Gamma = 2.10 +- 0.02) and Seyfert 1 (Gamma = 2.11 +- 0.05).

17 pages, 12 figures, accepted for publication in ApJ