We report on a study of magnetotransport in LaAlO₃/SrTiO₃ interfaces characterized by mobilities of the order of several thousands cm2/V s. We observe Shubnikov–de Haas oscillations whose period depends only on the perpendicular component of the magnetic field. This observation directly indicates the formation of a two-dimensional electron gas originating from quantum confinement at the interface. From the temperature dependence of the oscillation amplitude we extract an effective carrier mass m*≃1.45me. An electric field applied in the back-gate geometry increases the mobility, the carrier density, and the oscillation frequency.