We report the first direct transition from a paramagnetic and paraelectric phase to an incommensurate multiferroic in the triangular lattice antiferromagnet RbFe(MoO4)2. Ferroelectricity is observed only when the magnetic structure has chirality and breaks inversion symmetry. A Landau expansion of symmetry-allowed terms in the free energy demonstrates that chiral magnetic order can give rise to a pseudoelectric field, whose temperature dependence agrees with experiment.