The horizontal branch (HB) morphology of globular clusters (GC) is mainly governed by metallicity. The second parameter problem, well known since the 60's, states that metallicity alone is not enough to describe the observed HB morphology of many GCs. Despite many efforts to resolve this issue, the second parameter phenomenon still remains without a satisfactory explanation. We have analyzed blue, red-HB, and RR-Lyrae stars in the GC M4 and studied their Fe, Na, and O abundances. Our goal is to investigate possible connections between the bimodal HB of M4 and the chemical signatures of the two stellar populations recently discovered among red giants of this cluster. We obtained FLAMES-UVES/GIRAFFE spectra of a sample of 22 stars covering the HB from the red to the blue region. While iron has the same abundance in both the red and blue-HB segment, the red-HB is composed of stars with scaled-solar sodium abundances, while the blue-HB stars are all sodium enhanced and oxygen depleted. The RR-Lyrae are Na-poor, as the red-HB stars, and O-rich. This is what we expect if the blue-HB consists of a second generation of stars formed from the ejecta produced by an earlier stellar population through high-temperature hydrogen-burning processes that include the CNO, NeNa, and MgAl cycles and are therefore expected to be He-rich. According to this scenario, the sodium and oxygen pattern detected in the blue and red-HB segments suggests helium as the second parameter that rules the HB morphology in M4. ; Comment: 4 pages, 4 figures. Accepted for publication in ApJL