Ultra-Luminous X-ray sources are thought to be accreting black holes that might host Intermediate Mass Black Holes (IMBH), proposed to exist by theoretical studies, even though a firm detection (as a class) is still missing. The brightest ULX in M82 (M82 X-1) is probably one of the best candidates to host an IMBH. In this work we analyzed the data of the recent release of observations obtained from M82 X-1 taken by XMM-Newton. We performed a study of the timing and spectral properties of the source. We report on the detection of (46+-2) mHz Quasi-Periodic Oscillations (QPOs) in the power density spectra of two observations. A comparison of the frequency of these high-frequency QPOs with previous detections supports the 1:2:3 frequency distribution as suggested in other studies. We discuss the implications if the (46+-2) mHz QPO detected in M82 X-1 is the fundamental harmonic, in analogy with the High-Frequency QPOs observed in black hole binaries. For one of the observations we have detected for the first time a QPO at 8 mHz (albeit at a low significance), that coincides with a hardening of the spectrum. We suggest that the QPO is a milli-hertz QPO originating from the close-by transient ULX M82 X-2, with analogies to the Low-Frequency QPOs observed in black hole binaries.
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