(abridged) The XMM-Newton survey in the Chandra Deep Field South (XMM-CDFS) aims at detecting and studying the spectral properties of a significant number of obscured and Compton-thick AGN. The large effective area of XMMin the 2--10 and 5--10 keV bands, coupled with a 3.45 Ms nominal exposure time, allows us to build clean samples in both bands, and makes the XMM-CDFS the deepest XMM survey currently published in the 5--10 keV band. The large multi-wavelength and spectroscopic coverage of the CDFS area allows for an immediate and abundant scientific return. We present the data reduction of the XMM-CDFS observations, the method for source detection in the 2--10 and 5--10keV bands, and the resulting catalogues. A number of 339 and 137 sources are listed in the above bands with flux limits of 6.6e-16 and 9.5e-16 erg/s/cm^2, respectively. The flux limits at 50% of the maximum sky coverage are 1.8e-15 and 4.0e-15 erg/s/cm^2, respectively. The catalogues have been cross-correlated with the Chandra ones: 315 and 130 identifications have been found with a likelihood-ratio method, respectively. A number of 15 new sources, previously undetected by Chandra, is found; 5 of them lie in the 4 Ms area. Redshifts, either spectroscopic or photometric, are available for ~92% of the sources. The number counts in both bands are presented and compared to other works. The survey coverage has been calculated with the help of two extensive sets of simulations, one set per band. The simulations have been produced with a newly-developed simulator, written with the aim of the most careful reproduction of the background spatial properties. We present a detailed decomposition of the XMM background into its components: cosmic, particle, and residual soft protons.
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