This thesis presents the first measurement of the proton capture reaction on the isotope 124Xe performed in inverse kinematics. The experiment was carried out in June 2016 at the Experimental Storage Ring (ESR) at the GSI Helmholtz Centre for Heavy Ion Research in Darmstadt, Germany. 124Xe is one of about 35 p-nuclei that cannot be produced via neutron-induced nucleo- synthesis as the vast majority of heavy elements. Its production and destruction provide important information about the nucleosynthesis of the p-nuclei. Measuring the 124Xe(p,g)125Cs reaction also gives strong constraints for its reverse 125Cs(g,p)124Xe reaction. Fully stripped 124Xe ions repeatedly passed a H2 gas jet target at five different energies between 5.5 MeV/u and 8 MeV/u. An electron cooler compensated for the energy loss in the target and reduced the beam momentum spread. The reaction product 125Cs55+ has a smaller magnetic rigidity than 124Xe54+. Therefore 125Cs55+ was deflected towards smaller radii in the first dipole after the target area and thereby separated from 124Xe54+. It was detected with a position-sensitive Double-Sided Silicon Strip Detector (DSSSD). The novelty of this experiment was the installation of the DSSSD inside the ultra-high vacuum of the storage ring using a newly designed manipulator. Three High-Purity Germanium X-ray detectors were used to measure the X-rays following the Radiative Electron Capture (REC) events into 124Xe53+. The REC cross sections are well-known and were used to determine the luminosity. The 124Xe(p,g)125Cs cross sections at ion beam energies between 5.5 MeV/u and 8 MeV/u were determined relatively to the K-REC cross sections and finally compared to the theoretically predicted cross sections. While theoretical predictions of the TENDL database are lower than the measured ones by a factor of up to seven, the NON-SMOKER data are higher by a factor of up to two, except of the cross section at 7 MeV/u, where NON-SMOKER data are slightly lower than the experimental value. For the first time, a proton capture cross section could be measured in inverse kinematics close to the astrophysically relevant Gamow window. This allows the direct determination of the (p,g) cross section of isotopes with half-lives down to several minutes, which is not possible with any other technique.