We report the discovery of a new class of pulsating yellow supergiants observed by TESS. These stars are drawn from a sample of 75 cool (A-M) supergiants in the Galaxy and LMC. Stochastic low frequency variability (SLFV) is ubiquitous in the lightcurves of the entire sample. We rule out surface convection as the physical mechanism underlying this variability, suggesting it is connected to SLFV observed in hot stars. After correcting for the stochastic background, we find five yellow supergiants, all with similar luminosities and effective temperatures, that exhibit multiple periodicities on sub-day timescales. The region of the HR diagram containing these stars is not associated with any known class of pulsating star. We dub these stars “Fast Yellow Pulsating Supergiants” (FYPS). We discuss the properties of each individual FYPS, and their potential for unlocking asteroseismic analyses of cool supergiants. We conclude by discussing the significance of this discovery in the context of the red supergiant problem.