We report the discovery of TOI-561, a multiplanet system in the galactic thick disk that contains a rocky, ultra-short-period planet. This bright (V = 10.2) star hosts three small transiting planets identified in photometry from the NASA TESS mission: TOI-561 b (TOI-561.02, P = 0.44 days, Rp = 1.45 ± 0.11 R⊕), c (TOI-561.01, P = 10.8 days, Rp = 2.90 ± 0.13 R⊕), and d (TOI-561.03, P = 16.3 days, Rp = 2.32 ± 0.16 R⊕). The star is chemically ([Fe/H] = -0.41 ± 0.05, [α/Fe] = +0.23 ± 0.05) and kinematically consistent with the galactic thick-disk population, making TOI-561 one of the oldest (10 ± 3 Gyr) and most metal-poor planetary systems discovered yet. We dynamically confirm planets b and c with radial velocities from the W. M. Keck Observatory High Resolution Echelle Spectrometer. Planet b has a mass and density of 3.2 ± 0.8 M⊕ and ${5.5}_{-1.6}^{+2.0}$ g cm-3, consistent with a rocky composition. Its lower-than-average density is consistent with an iron-poor composition, although an Earth-like iron-to-silicates ratio is not ruled out. Planet c is 7.0 ± 2.3 M⊕ and 1.6 ± 0.6 g cm-3, consistent with an interior rocky core overlaid with a low-mass volatile envelope. Several attributes of the photometry for planet d (which we did not detect dynamically) complicate the analysis, but we vet the planet with high-contrast imaging, ground-based photometric follow-up, and radial velocities. TOI-561 b is the first rocky world around a galactic thick-disk star confirmed with radial velocities and one of the best rocky planets for thermal emission studies.