This paper reports the discovery of a helical molecular cloud in the central molecular zone (CMZ) of our Galaxy. This "pigtail" molecular cloud appears at (l, b, V-LSR) similar or equal to (-0.degrees 7, +0.degrees 0, -70 to -30 km s(-1)), with a spatial size of similar to 20 x 20 pc(2) and a mass of (2-6) x 10(5) M-circle dot. This is the third helical gaseous nebula found in the Galactic center region to date. Line intensity ratios indicate that the pigtail molecular cloud has slightly higher temperature and/or density than the other normal clouds in the CMZ. We also found a high-velocity wing emission near the footpoint of this cloud. We propose a formation model of the pigtail molecular cloud. It might be associated with a magnetic tube that is twisted and coiled because of the interaction between clouds in the innermost x(1) orbit and ones in the outermost x(2) orbit.