Planetary formation models show that terrestrial planets are formed by the accretion of tens of Moon-to Mars-sized planetary embryos through energetic giant impacts. However, relics of these large proto-planets are yet to be found. Ureilites are one of the main families of achondritic meteorites and their parent body is believed to have been catastrophically disrupted by an impact during the first 10 million years of the solar system. Here we studied a section of the Almahata Sitta ureilite using transmission electron microscopy, where large diamonds were formed at high pressure inside the parent body. We discovered chromite, phosphate, and (Fe,Ni)-sulfide inclusions embedded in diamond. The composition and morphology of the inclusions can only be explained if the formation pressure was higher than 20 GPa. Such pressures suggest that the ureilite parent body was a Mercury-to Mars-sized planetary embryo.