Context : Recent photospheric abundance studies of galactic field RV Tauri stars show that depletion of refractory elements is rather common in these evolved objects . Aims : The process that creates this chemical anomaly is not understood well , but it probably requires the presence of gravitationally bound dust in a binary system . We test for the presence of depletion in extra-galactic objects . Methods : A detailed photospheric abundance study on the basis of high-quality UVES spectra was performed on the RV Tauri star in the LMC : MACHO 82.8405.15 . Abundances were derived using a critically compiled line list with accurate log ( gf ) values and the latest Kurucz model atmospheres . Results : With [ Fe/H ] = - 2.6 in combination with [ Zn/Fe ] = + 2.3 and [ S/Ti ] = + 2.5 , MACHO 82.8405.15 displays a strong depletion abundance pattern . The effect of the depletion is comparable to the strongest depletions seen in field Galactic RV Tauri stars . Conclusions : The chemical analysis of MACHO 82.8405.15 proves that the depletion process also occurs in the extragalactic members of the RV Tauri pulsation class . Our program star is a member of a larger sample of LMC RV Tauri objects . This sample is unique , since the distances of the members are well-constrained . Further studies of this sample are therefore expected to gain deeper insight into the poorly understood depletion phenomenon and of the evolutionary status of RV Tauri stars in general .