Context : The so-called H \alpha third emission occurs around pulsation phase \varphi = 0.30 .
It has been observed for the first time in 2011 in some RR Lyrae stars .
The emission intensity is very weak , and its profile is a tiny persistent hump in the red side-line profile .

Aims : We report the first observation of the H \alpha third emission in RR Lyr itself ( HD 182989 ) , the brightest RR Lyrae star in the sky .

Methods : New spectra were collected in 2013 - 2014 with the aurelie spectrograph ( resolving power R = 22 700 , T152 , Observatoire de Haute-Provence , France ) and in 2016 - 2017 with the eShel spectrograph ( R = 11 000 , T035 , Observatoire de Chelles , France ) .
In addition , observations obtained in 1997 with the elodie spectrograph ( R = 42 000 , T193 , Observatoire de Haute-Provence , France ) were reanalyzed .

Results : The H \alpha third emission is clearly detected in the pulsation phase interval \varphi = 0.188 - 0.407 , that is , during about 20 % of the period .
Its maximum flux with respect to the continuum is about 13 % .
The presence of this third emission and its strength both seem to depend only marginally on the Blazhko phase .
The physical origin of the emission is probably due to the infalling motion of the highest atmospheric layers , which compresses and heats the gas that is located immediately above the rising shock wave .
The infalling velocity of the hot compressed region is supersonic , almost 50 km s ^ { -1 } , while the shock velocity may be much lower in these pulsation phases .

Conclusions : When the H \alpha third emission appears , the shock is certainly no longer radiative because its intensity is not sufficient to produce a blueshifted emission component within the H \alpha profile .
At phase \varphi = 0.40 , the shock wave is certainly close to its complete dissipation in the atmosphere .