Microquasars occasionally exhibit massive jet ejections which are distinct from the continuous or quasi-continuous weak jet ejections. Because those massive jet ejections are rare and short events, they have hardly been observed in X-ray so far. In this paper, the first X-ray observation of a massive jet ejection from the microquasar SS 433 with the Rossi X-ray Timing Explorer (RXTE) is reported. SS 433 undergoing a massive ejection event shows a variety of new phenomena including a QPO-like feature near 0.1 Hz, rapid time variability, and shot-like activities. The shot-like activity may be caused by the formation of a small plasma bullet. A massive jet may be consist of thousands of those plasma bullets ejected from the binary system. The size, mass, internal energy, and kinetic energy of the bullets and the massive jet are estimated.