We report the first discovery of a multi-planetary system by the HATSouth network, HATS-59b,c, a planetary system with an inner transiting hot Jupiter and an outer cold massive giant planet, which was detected via radial velocity. The inner transiting planet, HATS-59b, is on an eccentric orbit with $e = 0.129pm0.049$, orbiting a $V=13.951pm0.030$ mag solar-like star ($M_* = 1.038pm0.039 M_{odot}$, and $R_* = 1.036pm0.067 R_{odot}$) with a period of $5.416077pm0.000017$ days. The outer companion, HATS-59c is on a circular orbit with $ m sin i = 12.8pm1.1 M_mathrm{J}$, and a period of $1422pm14$ days. The inner planet has a mass of $0.806pm0.069 M_mathrm{J}$ and a radius of $1.126pm0.077 M_mathrm{J}$, yielding a density of $0.70pm0.16 {rm g,cm^{-3}}$. Unlike most of the planetary systems that include only a single hot Jupiter, HATS-59b,c includes, in addition to the transiting hot Jupiter, a massive outer companion. The architecture of this system is valuable for understanding planet migration.