The new isotope ^{39}Na, the most neutron-rich sodium nucleus observed so far, was discovered at the RIKEN Nishina Center Radioactive Isotope Beam Factory using the projectile fragmentation of an intense ^{48}Ca beam at 345 MeV/nucleon on a beryllium target. Projectile fragments were separated and identified in flight with the large-acceptance two-stage separator BigRIPS. Nine ^{39}Na events have been unambiguously observed in this work and clearly establish the particle stability of ^{39}Na. Furthermore, the lack of observation of ^{35,36}Ne isotopes in this experiment significantly improves the overall confidence that ^{34}Ne is the neutron dripline nucleus of neon. These results provide new key information to understand nuclear binding and nuclear structure under extremely neutron-rich conditions. The newly established stability of ^{39}Na has a significant impact on nuclear models and theories predicting the neutron dripline and also provides a key to understanding the nuclear shell property of ^{39}Na at the neutron number N=28, which is normally a magic number.