The large number of close-in Jupiter-size exoplanets prompts the question whether star-planet interaction (SPI) effects can be detected. We focused our attention on the system HD 17156, having a Jupiter-mass planet in a very eccentric orbit. Here we present results of the XMM-Newton observations and of a five months coordinated optical campaign with the HARPS-N spectrograph. We observed HD 17156 with XMM-Newton when the planet was approaching the apoastron and then at the following periastron passage, quasi simultaneously with HARPS-N. We obtained a clear ($approx 5.5sigma$) X-ray detection only at the periastron visit, accompanied by a significant increase of the $R_{rm HK}$ chromospheric index. We discuss two possible scenarios for the activity enhancement: magnetic reconnection and flaring or accretion onto the star of material tidally stripped from the planet. In any case, this is possibly the first evidence of a magnetic SPI effect caught in action.