GRB 060505 was the first well-known nearby (at redshift 0.089) hybrid gamma-ray burst that has a duration longer than 2 seconds but without the association of a supernova down to very stringent limits. The prompt $gamma-$ray flash lasting $sim 4$ sec could consist of an intrinsic short burst and its tail emission, but the sizable temporal lag ($sim 0.35$ sec) as well as the environment properties led to the widely-accepted classification of a long duration gamma-ray burst originated from the collapse of a massive star. Here for the $ first$ time we report the convincing evidence for a thermal-like optical radiation component in the spectral energy distribution of the early afterglow emission. In comparison to AT2017gfo, the thermal radiation is $sim 2$ times brighter and the temperature is comparable at similar epochs. The optical decline is much quicker than that in X-rays, which is also at odds with the fireball afterglow model but quite natural for the presence of a blue kilonova. Our finding reveals a neutron star merger origin of the hybrid GRB 060505 and strongly supports the theoretical speculation that some binary neutron stars can merge ultra-quickly (within $sim 1$ Myr) after their formation when the surrounding region is still highly star-forming and the metallicity remains low. Gravitational wave and electromagnetic jointed observations are expected to confirm such scenarios in the near future.
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