In 1926, Szegö conjectured
that the Lebesgue constants for Legendre series form a monotonically increasing
sequence. In this paper, we prove that his conjecture is true. Our method is based on
an asymptotic expansion together with an explicit error bound, and makes use of
some recent results of Baratella and Gatteschi concerning uniform asymptotic
approximations of the Jacobi polynomials.