Here, we report on the first experimental observation of effective mass dynamics using a Bose-Einstein condensate of Rubidium-87 atoms initially in the ground band of an optical lattice. By studying the response of the particles to an abruptly applied force, we show that, while the long-time behaviour is described by the effective mass, the initial response is indifferent to the presence of the lattice. Our results represent an important contribution towards a full understanding of the ultrafast response of electrons in a solid, relevant for example in the interaction of few-cycle laser pulses with dielectric and semiconductor materials.