We present the discovery of an outflowing ionized wind in the Seyfert 1 Galaxy Mrk 335 . Despite having been extensively observed by most of the largest X-ray observatories in the last decade , this bright source was not known to host warm absorber gas until recent XMM-Newton observations in combination with a long-term Swift monitoring program have shown extreme flux and spectral variability . High resolution spectra obtained by the XMM-Newton RGS detector reveal that the wind consists of three distinct ionization components , all outflowing at a velocity of \sim 5000 km/s . This wind is clearly revealed when the source is observed at an intermediate flux state ( 2-5 \times 10 ^ { -12 } ergs cm ^ { -2 } s ^ { -1 } ) . The analysis of multi-epoch RGS spectra allowed us to compare the absorber properties at three very different flux states of the source . No correlation between the warm absorber variability and the X-ray flux has been determined . The two higher ionization components of the gas ( log \xi \sim 2.3 and 3.3 ) may be consistent with photoionization equilibrium , but we can exclude this for the only ionization component that is consistently present in all flux states ( log \xi \sim 1.8 ) . We have included archival , non-simultaneous UV data from HST ( FOS , STIS , COS ) with the aim of searching for any signature of absorption in this source that so far was known for being absorption-free in the UV band . In the COS spectra obtained a few months after the X-ray observations we found broad absorption in CIV lines intrinsic to the AGN and blueshifted by a velocity roughly comparable to the X-ray outflow . The global behavior of the gas in both bands can be explained by variation of the covering factor and/or column density , possibly due to transverse motion of absorbing clouds moving out of the line of sight at Broad Line Region scale .