We present high time resolution SDSS-g' and SDSS-z' light curves of the primary eclipse in SDSS J141126.20+200911.1, together with time-resolved X-Shooter spectroscopy and near-infrared (NIR) JHKs photometry. Our observations confirm the substellar nature of the companion, making SDSS J141126.20+200911.1 the first eclipsing white dwarf/brown dwarf binary known. We measure a (white dwarf model dependent) mass and radius for the brown dwarf companion of M-2 = 0.050 +/- 0.002M(circle dot) and R-2 = 0.072 +/- 0.004M(circle dot), respectively. The lack of a robust detection of the companion light in the z'-band eclipse constrains the spectral type of the companion to be later than L5. Comparing the NIR photometry to the expected white dwarf flux reveals a clear Ks-band excess, suggesting a spectral type in the range L7-T1. The radius measurement is consistent with the predictions of evolutionary models, and suggests a system age in excess of 3 Gyr. The low companion mass is inconsistent with the inferred spectral type of L7-T1, instead predicting a spectral type nearer T5. This indicates that irradiation of the companion in SDSS J141126.20+200911.1 could be causing a significant temperature increase, at least on one hemisphere.