Secondary eclipses are a powerful tool to measure directly the thermal emission from extrasolar planets, and to constrain their type and physical parameters. We started a project to obtain reliable broad-band measurements of the thermal emission of transiting exoplanets. Ground-based high-cadence near-infrared relative photometry was used to obtain a sub-millimagnitude precision light curve of a secondary eclipse of WASP-4b -- a 1.12M_J_ hot Jupiter on a 1.34-day orbit around G7V star. The data show a clear ~10{sigma} detection of the planet's thermal emission at 2.2{mu}. The calculated thermal emission corresponds to a fractional eclipse depth of 0.185^+0.014^_-0.013_%, with a related brightness temperature in Ks of T_B_=1995+/-40K, centered at Tc=2455102.61162^+0.00071^_-0.00077_HJD. We could set a limit on the eccentricity of e*cos{omega}=0.0027+/-0.0018, compatible with a near-circular orbit. The calculated brightness temperature, and the specific models suggest a highly inefficient redistribution of heat from the day-side to the night-side of the planet, and a consequent emission mainly from the day-side. The high-cadence ground-based technique is capable of detecting the faint signal of the secondary eclipse of extrasolar planets, which makes it a valuable complement to space-based mid-IR observations.