Context : Aims : Ultra-fast outflows ( UFO ) appear to be common in local active galactic nuclei ( AGN ) and may be powerful enough ( \dot { E } _ { kin } \geq 1 % of L _ { bol } ) to effectively quench the star formation in their host galaxies . To test feedback models based on AGN outflows , it is mandatory to investigate UFOs near the peak of AGN activity , that is , at high-z where only a few studies are available to date . Methods : UFOs produce Fe resonant absorption lines measured above \approx 7 keV . The most critical problem in detecting such features in distant objects is the difficulty in obtaining X-ray data with sufficient signal-to-noise . We therefore selected a distant QSO that gravitational lensing made bright enough for these purposes , the z=2.64 QSO MG J0414+0534 , and observed it with XMM-Newton for \approx 78 ks . Results : The X-ray spectrum of MG J0414+0534 is complex and shows signatures of cold absorption ( N _ { H } \approx 4 \times 10 ^ { 22 } cm ^ { -2 } ) and of the presence of an iron emission line ( E \approx 6.4 keV , EW = 95 \pm 53 eV ) consistent with it originating in the cold absorber . Our main result , however , is the robust detection ( more than 5 \sigma ) of an absorption line at E _ { int } \approx 9.2 keV ( E _ { obs } \approx 2.5 keV observer frame ) . If interpreted as due to FeXXVI , it implies gas outflowing at v _ { out } \approx 0.3c . To our knowledge , this is the first detection of an UFO in a radio-loud quasar at z \geq 1.5 . We estimated that the UFO mechanical output is \dot { E } _ { kin } \approx 2.5 L _ { bol } with \dot { p } _ { out } / \dot { p } _ { rad } \approx 17 indicating that it is capable of installing significant feedback between the super-massive black hole ( SMBH ) and the bulge of the host galaxy . We argue that this also suggests a magnetic driving origin of the UFO . Conclusions :