Our new program with HARPS aims to detect mean motion resonant planetary systems around stars which were previously reported to have a single bona fide planet, often based only on sparse radial velocity data. Methods. Archival and new HARPS radial velocities for the K2V star HD 27894 were combined and fitted with a three-planet self-consistent dynamical model. The best-fit orbit was tested for long-term stability. Results. We find clear evidence that HD 27894 is hosting at least three massive planets. In addition to the already known Jovian planet with a period P-b approximate to 18 days we discover a Saturn-mass planet with P-c approximate to 36 days, likely in a 2:1 mean motion resonance with the first planet, and a cold massive planet (approximate to 5.3 M-Jup) with a period P-d approximate to 5170 days on a moderately eccentric orbit (e(d) = 0.39). Conclusions. HD 27894 is hosting a massive, eccentric giant planet orbiting around a tightly packed inner pair of massive planets likely involved in an asymmetric 2: 1 mean motion resonance. HD 27894 may be an important milestone for probing planetary formation and evolution scenarios.