We examined the X-ray and radio spatial structure at the eastern ear of the W 50/SS 433 system to clarify a characteristic feature of the termination region of the SS 433 jet, and found that a hot spot ahead of the filament structure, which is considered to be a terminal shock of the SS 433 eastern jet, is clearly different from a single point source. The detailed spatial structure of the X-ray emission is finely resolved by Chandra observations, showing that there are two sources. By comparing the point-spread function of Chandra with the radial profiles of the two sources, the northern one is clearly more extended than a point source while the other seems marginally extended. Since there are no point sources nearby, the northern hot spot is likely a localized diffuse source. The northern hot spot spatially corresponds to the peak of the radio emission. Its spatial correlation is confirmed by an X-ray image using XMM-Newton. The X-ray spectra of the two sources are reproduced by a single absorbed power-law but the column density of the northern part is larger by a factor of ∼3. When a radiation model comprising synchrotron emission and inverse Compton emission is applied to the spectral energy distribution of the northern hot spot, the emission from this spot can be explained by the radiation from an electron population accelerated up to 30 TeV in a magnetic field strength of B ≲ 50 μG. This model also agrees with the radio and X-ray data, as well as the upper limit of gamma-ray emission obtained by the Fermi satellite.