Aims. We examine the high-energy resolution X-ray spectrum of the narrow-line Seyfert 1 galaxy Mrk 766 using four observations taken with XMM-Newton in 2005 to investigate the properties of the complex ionised absorber and/or emitter along the line of sight, as well as absorption by dust intrinsic to the source. Methods. We used the high-energy resolution RGS spectrum to infer the properties of the intervening matter. We also used the spectrum obtained by EPIC-pn and the photometric measurements of OM to obtain the spectral energy distribution of the source, which is necessary for the photoionisation modelling of the ionised outflow. Results. The warm absorber in Mrk 766 consists of two phases of photoionisation. In addition to these two warm absorber components with log ξ ∼ 2.15 and log ξ ∼ ‑0.58, we found evidence of absorption by a collisionally ionised component (T ∼ 51 eV). We discuss the implication of this additional component in the light of theoretical predictions. Moreover, we detected signs of absorption by a dusty medium with Ndust ∼ 7.29 × 1016 cm‑2. Finally, the relatively weak emission features in the spectrum seem to be unrelated to the absorbers and probably originated by ionised plasma beyond the line of sight.
