A unique xenolith of diamond-bearing pyrope peridotite has been studied, which consists of enstatite (Al2O3 = 0.39–0.43 wt.%; Cr2O3 = 0.20–0.23 wt.%; FeO = 4.81–5.1 wt.%; average Mg# = 92.7) and pyrope (Cr2O3 = 4.43–5.11 wt.%; CaO = 4.15–4.8 wt.%; Mg# = 83.6–84.1). The xenolith is small (10.5 g) but contains more than 30,000 diamond microcrystals (10–700 µm). High-resolution 2D and 3D X-ray tomographic images show the volume ratios of rock-forming minerals and an uneven distribution of diamonds in the xenolith (enstatite—38 vol.%; pyrope—35 vol.%; diamond—9.5 vol.%; sulfides—4 vol.%; and the remainder being mainly alteration products), with diamonds and sulfides being localized in the same zone. The sulfides are pentlandite and djerfisherite. Isotope and FTIR spectroscopic studies showed an extremely light carbon isotope composition (δ13Cav = –22.9%c) of the diamonds and minor nitrogen impurities (< 15 ppm) in them. Nitrogen is present mainly in aggregated form. The phase composition of nanoinclusions in the diamonds was investigated by transmission electron microscopy (TEM), including electron diffraction and analytical electron microscopy (AEM). It has been shown that all nanoinclusions are polyphase structures consisting of Mg–Al-silicate-enriched phases, Ca-carbonate, graphite, and fluid. The fluid phase has high concentrations of K, Cl, and O. The mineral inclusions in the diamonds are identified as high-Mg olivine. The data obtained indicate that the formation of diamonds in the studied xenolith was a one-act process and that the fluid/melt metasomatizing ultramafic substrate was of crustal origin. This testifies to the crucial role of deep metasomatic processes in the formation of the Udachnaya kimberlite pipe.