Context : The Seyfert 1 galaxy Mrk 841 was observed five times between 2001 and 2005 by the XMM-Newton X-ray observatory . The source is well known for showing spectral complexity in the variable iron line and in the soft X-ray excess . Aims : The availability of multiple exposures obtained by the reflection grating spectrometer ( RGS ) cameras allows thorough study of the complex absorption and emission spectral features in the soft X-ray band . This paper reports on the first study of Mrk 841 soft X-ray spectrum at high spectral resolution . Methods : The three combined exposures obtained in January 2001 and the two obtained in January and July 2005 were analysed with the SPEX software . Results : We detect a two-phase warm absorber . A medium ionisation component ( log \xi \sim 1.5-2.2 ergs s cm ^ { -1 } ) is responsible for a deep absorption feature in the unresolved transition array of the Fe M-shell and for several absorption lines in the OVI-VIII band , and a higher ionisation phase with log \xi \sim 3 ergs s cm ^ { -1 } is required to fit absorption in the NeIX-X band . The ionisation state and the column density of the gas present moderate variation from 2001 to 2005 for both phases . The high ionisation component of the warm absorber has no effect on the Fe K band . No significant velocity shift of the absorption lines is measured in the RGS data . Remarkably , the 2005 spectra show emission features consistent with photoionisation in a high-density ( n _ { e } \geq 10 ^ { 11 } cm ^ { -3 } ) gas . A prominent OVII line triplet was clearly observed in January 2005 and narrow radiative recombination continua ( RRC ) of OVII and CVI were observed in both 2005 data sets . A broad Gaussian line around 21.7 \AA was also required to fit all the data sets . The derived radial distance for the emission lines seems to suggest that the photoionisation takes place within the optical broad line region of the source . Conclusions :