Intermediate polars are members of the cataclysmic variable binary stars. They are characterized by a moderately magnetized white dwarf accreting matter from a cool main-sequence companion star. In many cases, this accretion gives rise to a detectable $X$-ray emission. VZ Sex is an interesting $X$-ray source whose nature needs a robust confirmation. Here, we used archive $XMM$-Newton observation to assign the source to the intermediate polar class. We applied the Lomb-Scargle periodogram method to detect any relevant periodic feature in the $0.1$--$10$ keV light curve and performed a spectral fitting of the $X$-ray spectrum in order to get information on the on-going accretion mechanism. By inspecting the periodogram, we detected a clear periodic feature at $simeq 20.3$ minutes that we interpret as the spin period of the white dwarf. We additionally found the typical side bands expected as the consequence of the beat between the spin and the orbital period of $simeq 3.581$ hours. The source is characterized by a unabsorbed flux of $simeq 2.98times 10^{-12}$ erg cm$^{-2}$ s$^{-1}$ corresponding to an intrinsic luminosity {of $simeq 7 times 10^{31}$ erg s$^{-1}$ } {for a distance of $simeq 433$ pc}. The existence of such features allow us to classify VZ Sex as a clear member of the intermediate polar class. Furthermore, with the estimated WD spin, the ratio $P_{spin}/P_{orb}$ is $simeq 0.09$, i.e. consistent with that expected for a typical IP system above the period gap. In addition, the estimated intrinsic luminosity opens the possibility that a bridge linking the normally bright IPs to the faint population of sources does exist.