Context. Studying the spectral changes during the dips exhibited by almost edge-on, low-mass X-ray binaries (LMXBs) is a powerful means of probing the structure of accretion disks. The XMM-Newton, Chandra, or Suzaku discovery of absorption lines from Fe xxv and other highly-ionized species in many dippers has revealed a highly-ionized atmosphere above the disk. A highly (but less strongly) ionized plasma is also present in the vertical structure causing the dips, together with neutral material. Aims. We aim to investigate the spectral changes during the dips of XTE J1710−281, a still poorly studied LMXB known to exhibit bursts, dips, and eclipses. Methods. We analyze the archived XMM-Newton observation of XTE J1710−281 performed in 2004 that covered one orbital period of the system (3.8 h). We modeled the spectral changes between persistent and dips in the framework of the partial covering model and the ionized absorber approach. Results. The persistent spectrum can be fit by a power law with a photon index of 1.94 ± 0.02 affected by absorption from cool material with a hydrogen column density of (0.401 ± 0.007) × 10 22 cm −2 . The spectral changes from persistent to deep-dipping intervals are consistent with the partial covering of the power-law emission. Twenty-six percent of the continuum is covered during shallow dipping, and 78% during deep dipping. The column density decreases from 77 +67 −38 × 10 22 cm −2 during shallow dipping to (14 ± 2) × 10 22 cm −2 during the deep-dipping interval. We do not detect any absorption line from highly ionized species such as Fe xxv. However, the upper-limits we derive on their equivalent width (EW) are not constraining. Despite not detecting any narrow spectral signatures of a warm absorber, we show that the spectral changes are consistent with an increase in column density and a decrease in ionization state of a highly-ionized absorber, associated with an increase in column density of a neutral absorber, in agreement with the recent results found in other dippers. In XTE J1710−281, the column density of the ionized absorber increases from 4.3 +0.4 −0.5 × 10 22 cm −2 during shallow dipping to 11.6 +0.4 −0.6 × 10 22 cm −2 during deep dipping, while the ionization parameter decreases from 10 2.52 to 10 2.29 erg s −1 cm. The parameters of the ionized absorber are not constrained during persistent emission. The neutral absorber only slightly increases from (0.410 ± 0.007) × 10 22 cm −2 during persistent emission to (0.420 ± 0.009) × 10 22 cm −2 during shallow dipping and to (0.45 ± 0.03) × 10 22 cm −2 during deep dipping. The warm absorber model better accounts for the ∼1 keV depression visible in the pn dipping spectra, and naturally explains it as a blend of lines and edges unresolved by pn. A deeper observation of XTE J1710−281 would enable this interpretation to be confirmed.