We present optical, radio, and X-ray observations of EP250108a/SN 2025kg, a broad-line Type Ic supernova (SN Ic-BL) accompanying an Einstein Probe (EP) fast X-ray transient (FXT) at . EP250108a/SN 2025kg possesses a double-peaked optical light curve and its spectrum transitions from a blue underlying continuum to a typical SN Ic-BL spectrum over time. We fit a radioactive decay model to the second peak of the optical light curve and find SN parameters that are consistent with the SNe Ic-BL population, while its X-ray and radio properties are consistent with those of low-luminosity GRB (LLGRB) 060218/SN 2006aj. We explore three scenarios to understand the system’s multi-wavelength emission – (a) SN ejecta interacting with an extended circumstellar medium (CSM), (b) the shocked cocoon of a collapsar-driven jet choked in its stellar envelope, and © the shocked cocoon of a collapsar-driven jet choked in an extended CSM. Models (b) and © can explain the optical light curve and are also consistent with the radio and X-ray observations. We favor model © because it can self-consistently explain both the X-ray prompt emission and first optical peak, but we do not rule out model (b). From the properties of the first peak in model ©, we find evidence that EP250108a/SN 2025kg interacts with an extended CSM, and infer an envelope mass and radius cm. EP250108a/SN 2025kg’s multi-wavelength properties make it a close analog to LLGRB 060218/SN 2006aj, and highlight the power of early follow-up observations in mapping the environments of massive stars prior to core collapse.

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