Most liquids undergo a transition to an amorphous solid state, the glass, when the tem- perature T decreases to their glass transition temperature T$_{g}$ . This transition is similar for a vast variety of systems such as polymeric, colloidal, molecular liquids. This ubiquity echoes the universality of critical phenomena, where the emergence of long range order makes irrel- evant most of the microscopic details, yielding the same critical behavior in various systems. This is why it has been argued for a long time that some collective effects should be asso- ciated to the glass transition, ultimately related to the proximity of a phase transition [1]. An immediate problem with this idea is that standard equilibrium correlation and response functions remain those of a normal liquid when T → T$_{g}$ [2]. In the two past decades, how- ever, the heterogeneous nature of the dynamics close to T$_{g}$ was established [3, 4], and a length scale associated to these dynamic heterogeneities was estimated [5]. The increase of the number of correlated molecules N$_{corr}$ when T decreases towards T$_{g}$ is expected to explain the main aspect of the glass transition, i.e. the huge increase of the relaxation time; N$_{corr}$ ( T ) has therefore become a central concern in the field. The first estimate of this de- pendence [6–8] relied on the temperature derivative of a two-point correlation function. Its relation with the number of dynamically correlated molecules N$_{corr}$ ( T ) is however ambigu- ous because it involves a temperature dependent prefactor difficult to estimate and control [7, 9]. Furthermore, this estimator leads to a low-temperature divergence of N$_{corr}$ ( T ) for a purely Arrhenius system, for which no collective behaviour is expected, at least at first sight [7]. An indisputable experimental estimate of the T -dependence of the dynamical correla- tion volume is thus still lacking. In this work, we fill this gap by measuring the anomalous increase of a physical susceptibility. It leads to a direct estimate of N$_{corr}$ ( T ), up to a nu- merical prefactor that is now temperature independent. Our findings show that supercooled liquids respond in an increasingly non-linear way approaching the glass transition. For many systems, e.g. spin glasses, such an increase is related to criticality. In the present case, it suggests that an underlying phase transition could possibly be present as well, although it does not necessarily imply it. The spin glass transition taught us that two-point functions can be blind to the amorphous long range order and that this critical behavior is revealed in particular by the third order nonlinear magnetic susceptibility [10, 11]. It was recently argued [12, 13] that the frequency and temperature dependent nonlinear dielectric susceptibility χ$_{3}$ ( ω, T ) in supercooled liquids plays a role similar to the nonlinear magnetic susceptibility in spin glasses and that its 2