The Opportunity rover of the Mars Exploration Rover mission encountered an isolated rock fragment with textural, mineralogical, and chemical properties similar to basaltic shergottites. This finding was confirmed by all rover instruments, and a comprehensive study of these results is reported here. Spectra from the miniature thermal emission spectrometer and the Panoramic Camera reveal a pyroxene-rich mineralogy, which is also evident in M??ssbauer spectra and in normative mineralogy derived from bulk chemistry measured by the alpha particle X-ray spectrometer. The correspondence of Bounce Rock's chemical composition with the composition of certain basaltic shergottites, especially Elephant Moraine (EET) 79001 lithology B and Queen Alexandra Range (QUE) 94201, is very close, with only Cl, Fe, and Ti exhibiting deviations. Chemical analyses further demonstrate characteristics typical of Mars such as the Fe/Mn ratio and P concentrations. Possible shock features support the idea that Bounce Rock was ejected from an impact crater, most likely in the Meridiani Planum region. Bopolu crater, 19.3km in diameter, located 75km to the southwest could be the source crater. To date, no other rocks of this composition have been encountered by any of the rovers on Mars. The finding of Bounce Rock by the Opportunity rover provides further direct evidence for an origin of basaltic shergottite meteorites from Mars.