PSR J0855-4644 is an energetic pulsar (Edot = 1.1x10^36 erg/s, P=65 ms) discovered near the South-East rim of the supernova remnant (SNR) RX J0852.0-4622 (aka Vela Jr) by the Parkes Multibeam Survey. The position of the pulsar is in spatial coincidence with an enhancement in X-rays and TeV gamma-rays, which could represent its pulsar wind nebula (PWN). We have revealed with an XMM-Newton observation the X-ray counterpart of the pulsar together with a surrounding extended emission thus confirming the suggestion of a PWN. The comparison of the absorption column density derived in X-rays from the pulsar with 12CO observations (tracing the dense gas) is used to derive an upper limit to the distance of the pulsar (d< 900 pc) and to discuss a possible association of the pulsar with the Vela Jr SNR. This new distance estimate implies that the pulsar is nearby and could therefore significantly contribute to the observed spectrum of cosmic-ray leptons (e-/e+).