Observations of the exoplanet WASP-32 b with the Main Stellar Spectrograph at the 6-m BTA telescope have revealed the presence of a significant change in the intensity and the equivalent width of the Hα spectral line in the spectrum of the parent star of WASP-32 at the time of planet's transit. These observations are discussed in the context of the presence of a hydrogen shell at WASP-32 b filling the Roche lobe of the planet.