We present the first X-ray spectrum of a hot dust-obscured galaxy (DOG), namely W1835+4355 at z similar to 2.3. Hot DOGs represent a very rare population of hyperluminous (>= 10(47) erg s(-1)), dust-enshrouded objects at z >= 2 recently discovered in the WISE All Sky Survey. The 40 ks XMM-Newton spectrum reveals a continuum as flat (Gamma similar to 0.8) as typically seen in heavily obscured AGN. This, along with the presence of strong Fe K alpha emission, clearly suggests a reflection-dominated spectrum due to Compton-thick absorption. In this scenario, the observed luminosity of L2-10 similar to 2 x 10(44) erg s(-1) is a fraction (<10%) of the intrinsic one, which is estimated to be greater than or similar to 5 x 10(45) erg s(-1) by using several proxies. The Herschel data allow us to constrain the SED up to the sub-mm band, providing a reliable estimate of the quasar contribution (similar to 75%) to the IR luminosity as well as the amount of star formation (similar to 2100 M-circle dot yr(-1)). Our results thus provide additional pieces of evidence that associate Hot DOGs with an exceptionally dusty phase during which luminous quasars and massive galaxies co-evolve and a very efficient and powerful AGN-driven feedback mechanism is predicted by models.