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 a
t root s = 1.8 TeV, we find an excess of events with a forward rapidit
y gap, which is attributed to diffraction. The probability that this e
xcess is consistent with nondiffractive production is 1.1 x 10(-4) (3.
8 sigma). The relatively low fraction of W + jet events observed withi
n this excess implies that mainly quarks from the Pomeron, which media
tes diffraction, participate in W production. The diffractive to nondi
ffractive W production ratio is found to be R(W) = (1.15 +/- 0.55)%.