The unbound star, named US708, is travelling at the fastest speed ever recorded for such an object in our galaxy - meaning it is not held back by gravity and will eventually leave the Milky Way.
US708 is believed to have once been part of a double-star solar system, which also included a massive white dwarf star.
The white dwarf is thought to have turned into a 'thermonuclear supernovae' and exploded, kicking US708 and sending it hurtling across space, researchers said.
Thermonuclear, or 'type Ia', supernovae have long been used to calculate the distances to faraway galaxies - a measurement which helps to determine how the universe is changing and expanding.
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Researchers made the ground-breaking discovery using data gathered by the Pan-STARRS1 telescope on Mount Haleakala on the Hawaiian island of Maui.
Using a range of data gathered over the last 59 years the team were able to determine the full 3-D motion of the star and measure how quickly it is moving across the plane of the sky.
"Several types of stars have been suspected of causing the explosion of a white dwarf as supernova of type Ia. Until now, none of them could be confirmed. Now we have found a delinquent on the run bearing traces from the crime scene," European Southern Observatory fellow, Stephan Geier, who led the study, said.