We report the observation of dijet events with a Double Pomeron Exchange topology produced in p anti-p collisions at s**(1/2) = 1800 GeV. The events are characterized by a leading antiproton, two jets in the central pseudorapidity region, and a rapidity gap on the outgoing proton side. Results on kinematics, production rates, and comparisons with corresponding results from single diffractive and inclusive dijet production are presented.