We report the first detection in space of the single deuterated isotopologue of methylcyanoacetylene, CH$_2$DC$_3$N. A total of fifteen rotational transitions, with $J$ = 8-12 and $K_a$ = 0 and 1, were identified for this species in TMC-1 in the 31.0-50.4 GHz range using the Yebes 40m radio telescope. The observed frequencies were used to derive for the first time the spectroscopic parameters of this deuterated isotopologue. We derive a column density of $(8.0pm 0.4) times 10^{10}$ cm$^{-2}$. The abundance ratio between CH$_3$C$_3$N and CH$_2$DC$_3$N is $sim$22. We also theoretically computed the principal spectroscopic constants of $^{13}$C isotopologues of CH$_3$C$_3$N and CH$_3$C$_4$H and those of the deuterated isotopologues of CH$_3$C$_4$H for which we could expect a similar degree of deuteration enhancement. However, we have not detected either CH$_2$DC$_4$H nor CH$_3$C$_4$D nor any $^{13}$C isotopologue. The different observed deuterium ratios in TMC-1 are reasonably accounted for by a gas phase chemical model where the low temperature conditions favor deuteron transfer through reactions with H$_2$D$^+$.