The Collider Detector at Fermilab (CDF) experiment collects data from p-pbar collisions at c.m.s. energy of 1.96 TeV delivered by the Tevatron accelerator complex. At this energy all species of bottom hadrons are copiously produced. This summer D0 and CDF experiments discovered the first bottom baryon containing an s-quark, the Xi(b). In this talk I will present details of the Xi(b) observation and mass measurement at CDF.