Context. The Seyfert 1 galaxy Mrk 841 was observed five times between 2001 and 2005 by the XMM-Newton X-ray observatory. The source is well known for showing spectral complexity in the variable iron line and in the soft X-ray excess. Aims: The availability of multiple exposures obtained by the reflection grating spectrometer (RGS) cameras allows thorough study of the complex absorption and emission spectral features in the soft X-ray band. This paper reports on the first study of Mrk 841 soft X-ray spectrum at high spectral resolution. Methods: The three combined exposures obtained in January 2001 and the two obtained in January and July 2005 were analysed with the SPEX software. Results: We detect a two-phase warm absorber. A medium ionisa...