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Nematicity, where electrons break rotational symmetry while preserving translational symmetry, is ubiquitous in strongly correlated quantum matters, including high‐Tc cuprates and iron‐based superconductors. A central question in nematicity is whether it is driven by Fermi surface instability in momentum space or orbital order (polarization) in real space, especially as nematicity intertwines with superconductivity. FeSe/SrTiO3 (STO), where nematicity occurs without long‐range magnetic order, is an ideal platform for studying the nature and origin of the electronic nematicity. Here, direct evidence of d‐wave nematic order in two monolayer FeSe/STO using angle‐resolved photoemission spectroscopy is presented, revealing a remarkable degeneracy of dxz and dyz bands at the Brillouin zone center, but a significant band separation at the zone corner. This momentum‐dependent nematicity demonstrates that nematicity in FeSe/STO originates from the d‐wave Fermi surface instability of the Pomeranchuk‐type, offering insights into the relationship between nematicity and superconductivity. The results establish 2D FeSe thin film as a powerful platform for investigating quantum physics under complex intertwinement. Angle‐resolved photoemission spectroscopy reveals a d‐wave nematic order in two‐monolayer FeSe/SrTiO3, showing degenerate dxz/dyz bands at Γ but a pronounced splitting at M. This momentum‐dependent anisotropy identifies the nematicity as a d‐wave Fermi surface (Pomeranchuk) instability, highlighting 2D FeSe as a model platform to explore the interplay between nematicity and superconductivity.