The fourth transient accreting millisecond pulsar XTE J1807–294 was observed during its February/March 2003 outburst by INTEGRAL , partly simultaneously with the XMM-Newton and RXTE satellites . We present here the first study of the 0.5–200 keV broad-band spectra of the source . On February 28 , the source spectrum was consistent with thermal Comptonization by electrons of temperature \sim 40 keV , considerably larger than the value ( \sim 10 keV ) previously derived from the low energy XMM-Newton data alone . The source is detected by INTEGRAL up to 200 keV with a luminosity in the energy band ( 0.1–200 ) keV of 1.3 \times 10 ^ { 37 } erg s ^ { -1 } ( assuming a distance of 8 kpc ) . 22 days later the luminosity dropped to 3.6 \times 10 ^ { 36 } erg s ^ { -1 } . A re-analysis of XMM-Newton data yields the orbital Doppler variations of the pulse period and refines the previous ephemeris . For this source having shortest orbital period of any known binary radio or X-ray millisecond pulsar , we constrain the companion mass M _ { c } < 0.022 M _ { \odot } , assuming minimum mass transfer driven by gravitational radiation . Only evolved dwarfs with a C/O composition are consistent with the Roche lobe and gravitational radiation constraints , while He dwarfs require an unlikely low inclination .