We have used the HARPS-North high resolution spectrograph ( R = 115 ~ { } 000 ) at TNG to observe one transit of the highly irradiated planet MASCARA-2b/KELT-20b . Using only one transit observation , we are able to clearly resolve the spectral features of the atomic sodium ( Na I ) doublet and the H \alpha line in its atmosphere , which are corroborated with the transmission calculated from their respective transmission light curves . In particular , we resolve two spectral features centered on the atomic sodium ( Na I ) doublet position with an averaged absorption depth of 0.17 \pm 0.03 \% for a 0.75 ~ { } \mathrm { \AA } bandwidth , with line contrasts of 0.44 \pm 0.11 \% ( D2 ) and 0.37 \pm 0.08 \% ( D1 ) . The Na I transmission light curves have been also computed , showing a large Rossiter-McLaughlin ( RM ) effect , with a 0.20 \pm 0.05 \% Na I transit absorption for a 0.75 ~ { } \mathrm { \AA } passband , consistent with the absorption depth value measured from the final transmission spectrum . We observe a second feature centered on the H \alpha line with 0.6 \pm 0.1 \% contrast , and an absorption depth of 0.59 \pm 0.08 \% for a 0.75 ~ { } \mathrm { \AA } passband , with consistent absorptions in its transmission light curves , which corresponds to an effective radius of R _ { \lambda } / R _ { P } = 1.20 \pm 0.04 . While S/N of the final transmission spectrum is not sufficient to adjust different temperature profiles to the lines , we find that higher temperatures than the equilibrium ( T _ { eq } = 2260 \pm 50 ~ { } \mathrm { K } ) are needed to explain the lines contrast . Particularly , we find that the Na I lines core require a temperature of T = 4210 \pm 180 ~ { } \mathrm { K } and that H \alpha requires a temperature of T = 4330 \pm 520 ~ { } \mathrm { K } . MASCARA-2b , like other planets orbiting A-type stars , receives a large amount of UV energy from its host star . This energy excites the atomic hydrogen and produces H \alpha absorption , leading to the expansion and abrasion of the atmosphere . The study of other Balmer lines in the transmission spectrum would allow the determination of the atmospheric temperature profile and the calculation of the lifetime of the atmosphere with escape rate measurements . In the case of MASCARA-2b , residual features are observed in the H ~ { } \beta and H ~ { } \gamma lines , but they are not statistically significant . More transit observations are needed to confirm our findings in Na { I } and H { \alpha } , and to build up enough S/N to explore the presence of H ~ { } \beta and H ~ { } \gamma planetary absorptions .