The origin of Yellowstone super-volcano has been a long-standing debate. More clues await being investigated to reach a consensus on whether the intra-plate volcanisms originate from lower-mantle upwelling or are triggered by lithospheric extension and slab subduction in the upper mantle. This study combines P and S (SKS) receiver functions from stations across the Western United States to investigate the mantle-transition-zone structures beneath the Yellowstone region. Common-conversion-point stacking using both types of receiver functions reveal reasonably consistent outcomes of transition-zone topography, such as an uplifted 660 discontinuity near Yellowstone. We observe systematic amplitude reductions of the 660 in S receiver functions in the southeastern Yellowstone caldera. Two-dimensional forward wavefield modeling of conversion amplitudes confirms the presence of a low-velocity, lower-mantle structure. Assuming a simple geometry, a grid search over the size and magnitude of velocity reduction determines the optimal Vs perturbation of ~-2%. The width of this structure is ~500 km, and its depth extends from the base of mantle transition zone to ~1600 km, whereas the ray coverages of SKS waves become problematic beyond this depth. Our combined converted wave analysis offers compelling evidence for the existence, size, vertical extent, and possible origin of a deep source of thermal upwelling underneath the Yellowstone caldera.