Abstract We conducted observations and analyses of the molecular cloud, N4, which is located at ∼40 pc from SS 433 and the same line of sight as that of the radio shell, in 12CO(J = 1–0), 12CO(J = 3–2), 13CO(J = 3–2), and grand-state OH emissions. N4 has a strong gradient of the integrated intensity of 12CO(J = 1–0, 3–2) emission at the northern, eastern, and western edges. The main body of N4 also has a velocity gradient of ∼0.16 km s−1 (20″)−1. A velocity shift by up to 3 km s−1 from the systemic velocity at ∼49 km s−1 is detected at only the northwestern part of N4. The volume density of the molecular hydrogen gas and the kinematic temperature are estimated at eight local peaks of 12CO(J = 1–0) and 13CO(J = 3–2) emissions by the RADEX code. The calculated $n_{\rm (H_2)}$ is an order of 103 cm−3, and Tk ranges from ∼20 to ∼56 K. The mass of N4 is estimated to be ∼7300 M⊙. The thermal and turbulent pressures in N4 are estimated to be ∼105 K cm−3 and ∼107 K cm−3, respectively. The relation of the thermal and turbulent pressures in N4 tends to be similar to that of the molecular clouds in the Galactic plane. However, these values are higher than those in the typical molecular clouds in the Galactic plane. Several pieces of circumstantial evidence representing the physical properties of N4 and comparison with the data of infrared and X-ray radiation suggest that N4 is interacting with a jet from SS 433. However, no gamma-ray radiation is detected toward N4. Compared to the previous study, it is hard to detect the gamma-ray radiation by cosmic-ray proton origin due to the low sensitivity of the current gamma-ray observatories. No OH emission was detected toward N4 due to the low sensitivity of the observation and antenna beam dilution.