Epitaxially grown, high quality semiconductor InSb nanowires are emerging material systems for the development of high performance nanoelectronics and quantum information processing and communication devices, and for the studies of new physical phenomena in solid state systems. Here, we report on measurements of a superconductor-normal conductor-superconductor junction device fabricated from an InSb nanowire with aluminum based superconducting contacts. The measurements show a proximity induced supercurrent flowing through the InSb nanowire segment, with a critical current tunable by a gate, in the current bias configuration and multiple Andreev reflection characteristics in the voltage bias configuration. The temperature dependence and the magnetic field dependence of the critical current and the multiple Andreev reflection characteristics of the junction are also studied. Furthermore, we extract the excess current from the measurements and study its temperature and magnetic field dependences. The successful observation of the superconductivity in the InSb nanowire based Josephson junction device indicates that InSb nanowires provide an excellent material system for creating and observing novel physical phenomena such as Majorana fermions in solid state systems. ; Comment: 19 pages, 4 figures