Single-photon interference is observed on the ultra-narrow long-term stable exciton resonance of an individual semiconductor quantum dot. This interference is related to the finestructure components of the exciton groundstate, entangled by quasi-resonant optical excitation. It allows to pursue directly the degree of electronic coherence of the quantum dot. We find no measurable decoherence until the exciton recombines radiatively within 300 ps. We discuss various consequences for using quantum dots in quantum information processing.