We have investigated the pulsar PSR B2224+65 and its X-ray jet with XMM-Newton. Apart from the long X-ray jet which is almost perpendicular to the direction of proper motion, a putative extended feature at the pulsar position, which oriented in the opposite direction of the proper motion, is also suggested by this deep X-ray imaging. Non-detection of any coherent X-ray pulsation disfavors the magnetospheric origin of the X-rays observed from the position of PSR B2224+65 and hence suggest that the interpretation of pulsar wind nebula is more viable. We have also probed the origin of PSR B2224+65 and identified a runaway star, which possibly originated from the Cygnus OB9 association, as a candidate for the former binary companion of the neutron stars progenitor.