High-resolution X-ray diffraction experiments were performed on a single crystal of PMN in the temperature range of 90-300 K, by applying an electric field (up to E = 3.0 kV cm-1) along the [111] direction. A first order electric field-induced phase transition, from the mean cubic phase to a rhombohedral Phase, was evidenced by discontinuous variation of the d222-spacing upon cooling with E ≥ 1.8 kV cm-1. Results suggest that a tricritical point exists in the (E, Tc) phase diagram of PMN for E ≥ 3.8 kV cm-1. Upon field heating no phase coexistence was detected, unlike the field cooling runs, and the rhombohedral-cubic phase transition appears to be of second order at least for E = 3.0 kV cm-1.