We have discovered a star , SDSS J090745.0+024507 , leaving the Galaxy with a heliocentric radial velocity of +853 \pm 12 km s ^ { -1 } , the largest velocity ever observed in the Milky Way halo . The star is either a hot blue horizontal branch star or a B9 main sequence star with a heliocentric distance \sim 55 kpc . Corrected for the solar reflex motion and to the local standard of rest , the Galactic rest-frame velocity is +709 km s ^ { -1 } . Because its radial velocity vector points 173.8 ^ { \circ } from the Galactic center , we suggest that this star is the first example of a hyper-velocity star ejected from the Galactic center as predicted by Hills and later discussed by Yu & Tremaine . The star has [ Fe/H ] \sim 0 , consistent with a Galactic center origin , and a travel time of \lesssim 80 Myr from the Galactic center , consistent with its stellar lifetime . If the star is indeed traveling from the Galactic center , it should have a proper motion of 0.3 mas yr ^ { -1 } observable with GAIA . Identifying additional hyper-velocity stars throughout the halo will constrain the production rate history of hyper-velocity stars at the Galactic center .