New results on the short-term galactic cosmic ray (GCR) intensity variation (Forbush decrease) in December 2006 measured by the PAMELA instrument are presented. Forbush decreases are sudden suppressions of the GCR intensities which are associated with the passage of interplanetary transients such as shocks and interplanetary coronal mass ejections (ICMEs). Most of the past measurements of this phenomenon were carried out with ground-based detectors such as neutron monitors or muon telescopes. These techniques allow only the indirect detection of the overall GCR intensity over an integrated energy range. For the first time, thanks to the unique features of the PAMELA magnetic spectrometer, the Forbush decrease commencing on 2006 December 14, following a CME at the Sun on 2006 December 13 was studied in a wide rigidity range (0.4 - 20 GV) and for different species of GCRs detected directly in space. The daily averaged GCR proton intensity was used to investigate the rigidity dependence of the amplitude and the recovery time of the Forbush decrease. Additionally, for the first time, the temporal variations in the helium and electron intensities during a Forbush decrease were studied. Interestingly, the temporal evolutions of the helium and proton intensities during the Forbush decrease were found in good agreement, while the low rigidity electrons (< 2 GV) displayed a faster recovery. This difference in the electron recovery is interpreted as a charge-sign dependence introduced by drift motions experienced by the GCRs during their propagation through the heliosphere.