We present millimeter, optical, and soft X-ray observations of a stellar flare with an energy squarely in the regime of typical X1 solar flares. The flare was observed from Proxima Cen on 2019 May 6 as part of a larger multi-wavelength flare monitoring campaign and was captured by Chandra, the Las Cumbres Observatory Global Telescope, the Iréné du Pont Telescope at Las Campanas Observatory, and the Atacama Large Millimeter Array. Millimeter emission appears to be a common occurrence in small stellar flares that had gone undetected until recently, making it difficult to interpret these events within the current multi-wavelength picture of the flaring process. The May 6 event is the smallest stellar millimeter flare detected to date. We compare the relationship between the soft X-ray and millimeter emission to that observed in solar flares. The X-ray and optical flare energies of 1030.3 ± 0.2 and 1028.9 ± 0.1 erg, respectively, the coronal temperature of T = 11.0 ± 2.1 MK, and the emission measure of 9.5 ± 2.2 × 1049 cm−3 are consistent with M-X class solar flares. We find the soft X-ray and millimeter emission during quiescence are consistent with the Güdel–Benz relation, but not during the flare. The millimeter luminosity is >100× higher than that of an equivalent X1 solar flare and lasts only seconds instead of minutes as seen for solar flares.