Gravitational waves (GWs) were observed for the first time in 2015, one century after Einstein predicted their existence. There is now growing interest to extend the detection bandwidth to low frequency. The scientific potential of multi-frequency GW astronomy is enormous as it would enable to obtain a more complete picture of cosmic events and mechanisms. This is a unique and entirely new opportunity for the future of astronomy, the success of which depends upon the decisions being made on existing and new infrastructures. The prospect of combining observations from the future space-based instrument LISA together with third generation ground based detectors will open the way toward multi-band GW astronomy, but will leave the infrasound (0.1–10 Hz) band uncovered. GW detectors based on matter wave interferometry promise to fill such a sensitivity gap. We propose the European Laboratory for Gravitation and Atom-interferometric Research (ELGAR), an underground infrastructure based on the latest progress in atomic physics, to study space–time and gravitation with the primary goal of detecting GWs in the infrasound band. ELGAR will directly inherit from large research facilities now being built in Europe for the study of large scale atom interferometry and will drive new pan-European synergies from top research centers developing quantum sensors. ELGAR will measure GW radiation in the infrasound band with a peak strain sensitivity of 3.3 x 10 [hoch]-20 / [Wurzel] Hz at 1.7 Hz. The antenna will have an impact on diverse fundamental and applied research fields beyond GW astronomy, including gravitation, general relativity, and geology.