We report the first observation of diffractively produced W bosons.
In a sample of W -> e nu events produced in ppbar collisions at sqrt 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 \pm 0.55)%.