  To date, thousands of planets have been discovered, but there are regions of
the orbital parameter space that are still bare. An example is the short period
and intermediate mass/radius space known as the Neptunian desert, where planets
should be easy to find but discoveries remain few. This suggests unusual
formation and evolution processes are responsible for the planets residing
here. We present the discovery of TOI-332 b, a planet with an ultra-short
period of $0.78$ d that sits firmly within the desert. It orbits a K0 dwarf
with an effective temperature of $5251 \pm 71$ K. TOI-332 b has a radius of
$3.20^{+0.16}_{-0.12}$ R$_{\oplus}$, smaller than that of Neptune, but an
unusually large mass of $57.2 \pm 1.6$ M$_{\oplus}$. It has one of the highest
densities of any Neptune-sized planet discovered thus far at
$9.6^{+1.1}_{-1.3}$ gcm$^{-3}$. A 4-layer internal structure model indicates it
likely has a negligible hydrogen-helium envelope, something only found for a
small handful of planets this massive, and so TOI-332 b presents an interesting
challenge to planetary formation theories. We find that photoevaporation cannot
account for the mass loss required to strip this planet of the Jupiter-like
envelope it would have been expected to accrete. We need to look towards other
scenarios, such as high-eccentricity migration, giant impacts, or gap opening
in the protoplanetary disc, to try and explain this unusual discovery.

Earth and Planetary Astrophysics