The Coma cluster is one of the nearest galaxy clusters, and the first one in which a peripheral radio relic was discovered. However, X-ray observations of the plasma near the relic have been scarce. Here, we present results from a re-analysis of a 22�ks archival XMM–Newton observation. Across the relic, we detect a temperature discontinuity indicative of a shock of Mach number�∼2. This challenges the previously suggested hypothesis that the relic was formed by turbulence. Furthermore, multiwavelength observations and numerical models do not support the scenario in which the shock is an outgoing cluster-merger shock. Instead, our results lend support to the idea that the relic coincides with an infall shock front formed just as a ‘wall’ of galaxies, possibly associated with NGC 4839, falls on to the cluster along a cosmic filament.