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The 2019 positive Indian Ocean Dipole (IOD) was the strongest event since the 1960s which developed independently without coinciding El Niño. The dynamics is not fully understood. Here we show that in March–May, westward propagating oceanic Rossby waves, a remnant consequence of the weak 2018 Pacific warm condition, led to anomalous sea surface temperature warming in the southwest tropical Indian Ocean (TIO), inducing deep convection and anomalous easterly winds along the equator, which triggered the initial cooling in the east. In June–August, the easterly wind anomalies continued to evolve through ocean‐atmosphere coupling involving Bjerknes feedback and equatorial nonlinear ocean advection, until its maturity in September–November. This study clarifies the contribution of oceanic Rossby waves in the south TIO in different dynamic settings and reveals a new triggering mechanism for extreme IOD events that will help to understand IOD diversity. Plain Language Summary: The Indian Ocean Dipole (IOD) is an ocean‐atmosphere coupled climatic phenomenon which can cause severe social and economic losses in the surrounding regions such as drought in the Maritime Continent/Australia and flooding in East Africa. The IOD features a see‐saw structure accompanied by an anomalous sea surface temperature gradient, winds, and oceanic adjustments. The El Niño–Southern Oscillation in the Pacific is an important trigger to a strong IOD event. However, an extreme positive IOD event occurred in 2019 without a concurrent or ensuing El Niño. We show that the thermocline warming associated with anomalous ocean downwelling in the southwest tropical Indian Ocean triggered atmospheric convection, inducing anomalous easterly winds along the equator and hence, positive feedbacks associated with an IOD event. This study may help to understand the evolution of extreme IOD and improve IOD predictability. Key Points: The oceanic downwelling Rossby waves in the south tropical Indian Ocean is key to the 2019 extreme positive Indian Ocean Dipole (IOD)The Rossby waves induced thermocline warming, triggering wind‐evaporation‐SST feedback thus anomalous easterly winds along the equatorThe easterly wind anomalies further triggered the Bjerknes feedback and other positive feedbacks and established an extreme IOD [ABSTRACT FROM AUTHOR]