We report the first observation of diffractively produced W bosons. In a sample of W --> e nu events produced in <p(p)over bar> collisions at root s = 1.8 TeV, we find an excess of events with a forward rapidity gap, which is attributed to diffraction. The probability that this excess is consistent with nondiffractive production is 1.1 x 10(-4) (3.8 sigma). The relatively low fraction of W + jet events observed within this excess implies that mainly quarks from the Pomeron, which mediates diffraction, participate in W production. The diffractive to nondiffractive W production ratio is found to be R(W) = (1.15 +/- 0.55)%. RI Vucinic, Dejan/C-2406-2008; Chiarelli, Giorgio/E-8953-2012; Azzi, Patrizia/H-5404-2012