In the course of conducting a survey of 22 GHz H2O masers in the inner Galaxy, we discovered a maser in Sgr A West. It is located similar to 30'' N and 35'' E of Sgr A*, near the edge of the eastern arm of the radio minispiral, which presumably coincides with the inside edge of the circumnuclear disk. Furthermore, the radial velocity of the maser is remarkably similar to that expected for gas in the circumnuclear disk at this location. The maser coincides with a luminous, reddened star having a bolometric magnitude and IR spectrum characteristic of an M supergiant. Its extinction is consistent with a location in the inner Galaxy, near or within the circumnuclear disk. If this star formed within the circumnuclear disk, it is the first known case of a recently formed star (10(7)-10(8) yr ago) in the central 2 pc which can be associated with the gaseous structure in which it was born. Its formation in such a highly sheared and turbulent environment presents a challenge to our understanding of effective star formation mechanisms.