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We have measured magnetization curves of the pressure-induced ferromagnetic superconductor UGe2 at temperatures down to 0.5 K under various pressures. The ferromagnetic hysteresis loop is smooth down to about 1 K, but on further decreasing temperature, the hysteresis suddenly changes into a staircase-like curve, and the jump occurs at regular interval of magnetic field. We ascribe this novel finding to the macroscopic quantum tunneling effect (MQT). An analysis based on MQT suggests tiny magnetic domain formation whose size is smaller than the superconducting coherence length. [Copyright &y& Elsevier]