Ultra-hot Jupiters are gas giants planets whose dayside temperature, due to the strong irradiation received from the host star, is greater than 2200 K. These kind of objects are perfect laboratories to study chemistry of exoplanetary upper atmospheres via transmission spectroscopy. Exo-atmospheric absorption features are buried in the noise of the in-transit residual spectra. However we can retrieve the information of hundreds of atmospheric absorption lines by performing a cross-correlation with an atmospheric transmission model, which allows us to greatly increase the exo-atmospheric signal. At the high-spectral resolution of our data, the Rossiter-McLaughlin effect and centre-to-limb variation have a strong contribution. Here, we present the first detection of Fe i and the confirmation of absorption features of Fe ii in the atmosphere of the ultra-hot Jupiter MASCARA-2b/KELT-20b, by using three transit observations with HARPS-N. After combining all transit observations we find a high cross-correlation signal of Fe i and Fe ii with signal-to-noise ratios of 10.5 ± 0.4 and 8.6 ± 0.5, respectively. The peak absorption for both species appear to be blue-shifted with velocities of −6.3 ± 0.8 km s −1 for Fe i and −2.8 ± 0.8 km s −1 for Fe ii, suggesting the presence of winds from the day-to night-side of the planet's atmosphere. These results confirm previous studies of this planet and add a new atomic species (Fe i) to the long list of detected species in the atmosphere of MASCARA-2b, making it, together with KELT-9b, the most feature-rich ultra-hot Jupiter to date.