We consider the logic MSO+U, which is monadic second-order logic extended with the unbounding quantifier. The unbounding quantifier is used to say that a property of finite sets holds for sets of arbitrarily large size. We prove that the logic is undecidable on infinite words, i.e. the MSO+U theory of (N,<) is undecidable. This settles an open problem about the logic, and improves a previous undecidability result, which used infinite trees and additional axioms from set theory.