© 2019. The American Astronomical Society. All rights reserved. The detonation of a helium shell on a white dwarf (WD) has been proposed as a possible explosion triggering mechanism for SNe Ia. Here, we report ZTF 18aaqeasu (SN 2018byg/ATLAS 18pqq), a peculiar Type I supernova, consistent with being a helium-shell double-detonation. With a rise time of ≈18 days from explosion, the transient reached a peak absolute magnitude of M R ≈ -18.2 mag, exhibiting a light curve akin to sub-luminous SN 1991bg-like SNe Ia, albeit with an unusually steep increase in brightness within a week from explosion. Spectra taken near peak light exhibit prominent Si absorption features together with an unusually red color (g - r ≈ 2 mag) arising from nearly complete line blanketing of flux blueward of 5000 . This behavior is unlike any previously observed thermonuclear transient. Nebular phase spectra taken at and after ≈30 days from peak light reveal evidence of a thermonuclear detonation event dominated by Fe-group nucleosynthesis. We show that the peculiar properties of ZTF 18aaqeasu are consistent with the detonation of a massive (≈0.15 ) helium shell on a sub-Chandrasekhar mass (≈0.75 ) WD after including mixing of ≈0.2 of material in the outer ejecta. These observations provide evidence of a likely rare class of thermonuclear supernovae arising from detonations of massive helium shells.