This is the first evidence of an exoplanet stratosphere - the layer of atmosphere where temperature increases with higher altitudes.
Previous research spanning the past decade has indicated possible evidence for stratospheres on other exoplanets.
The atmosphere WASP-121b - a gas giant exoplanet commonly referred to as a "hot Jupiter" - was observed using NASA's Hubble Space Telescope.
"When it comes to distant exoplanets, which we can't see in the same detail as other planets here in our own solar system, we have to rely on proxy techniques to reveal their structure," said Drake Deming, a professor at University of Maryland in the US.
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To study the gas giant's stratosphere, scientists used spectroscopy to analyse how the planet's brightness changed at different wavelengths of light.
Water vapour in the planet's atmosphere, for example, behaves in predictable ways in response to certain wavelengths of light, depending on the temperature of the water.
At cooler temperatures, water vapour blocks light from beneath it. However, at higher temperatures, the water molecules glow.
The water molecules in the atmosphere of WASP-121b similarly give off radiation as they lose energy, but it is in the form of infrared light, which the human eye is unable to detect.
"When we pointed Hubble at WASP-121b, we saw glowing water molecules, implying that the planet has a strong stratosphere," Evans said, lead author of the study published in the journal Nature.
The exoplanet orbits its host star every 1.3 days, and the two bodies are about as close as they can be to each other without the star's gravity ripping the planet apart.
This close proximity means that the top of the atmosphere is heated to a blazing hot 2,500 degrees Celsius - the temperature at which iron exists in gas rather than solid form.
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