Gem corundum (sapphire) has been mined from an ultramafic lamprophyre dike at Yogo Gulch in central Montana for over 100years. The sapphires bear signs of corrosion showing that they were not in equilibrium with the lamprophyre that transported them; however, their genesis is poorly understood. We report here the observation of minute glassy melt inclusions in Yogo sapphires. These inclusions are Na- and Ca-rich, Fe-, Mg-, and K-poor silicate glasses with compositions unlike that of the host lamprophyre. Larger, recrystallized melt inclusions contain analcime and calcite drawing a striking resemblance to leucocratic ocelli in the lamprophyre. We suggest here that sapphires formed through partial melting of Al-rich rocks, likely as the lamprophyre pooled at the base of the continental crust. This idea is corroborated by MELTS calculations on a kyanite-eclogite protolith which was presumably derived from a troctolite precursor. These calculations suggest that corundum can form through peritectic melting of kyanite. Linking the melt inclusions petrologically to the lamprophyre represents a significant advancement in our understanding of sapphire genesis and sheds light on how mantle-derived magmas may interact with the continental crust on their ascent to the surface.