  We use Hubble Space Telescope imaging to measure the absolute proper motion
of the hypervelocity star (HVS) HE 0437-5439, a short-lived B star located in
the direction of the Large Magellanic Cloud (LMC). We observe (\mu_\alpha,
\mu_\delta)=(+0.53+-0.25(stat)+-0.33(sys), +0.09+-0.21(stat)+-0.48(sys))
mas/yr. The velocity vector points directly away from the center of the Milky
Way; an origin from the center of the LMC is ruled out at the 3-sigma level.
The flight time of the HVS from the Milky Way exceeds its main-sequence
lifetime, thus its stellar nature requires it to be a blue straggler. The large
space velocity rules out a Galactic-disk ejection. Combining the HVS's observed
trajectory, stellar nature, and required initial velocity, we conclude that HE
0437-5439 was most likely a compact binary ejected by the Milky Way's central
black hole.
