We report on the discovery of mHz quasi-periodic oscillations (QPOs) from the high mass X-ray binary (HMXB) IGR J19140+0951, during a 40 ks XMM-Newton observation performed in 2015, which caught the source in its faintest state ever observed. At the start of the observation, IGR J19140+0951 was at a low flux of 2×10 −12 erg cm −2 s −1 (2-10 keV; L X =3×10 33 erg s −1 at 3.6 kpc), then its emission rised reaching a flux ∼10 times higher, in a flare-like activity. The investigation of the power spectrum reveals the presence of QPOs, detected only in the second part of the observation, with a strong peak at a frequency of 1.46±0.07 mHz, together with higher harmonics. The X-ray spectrum is highly absorbed (N H =10 23 cm −2 ), well fitted by a power-law with a photon index in the range 1.2-1.8. The re-analysis of a Chandra archival observation shows a modulation at ∼0.17±0.05 mHz, very likely the neutron star spin period (although a QPO cannot be excluded). We discuss the origin of the 1.46 mHz QPO in the framework of both disc-fed and wind-fed HMXBs, favouring the quasi-spherical accretion scenario. The low flux observed by XMM-Newton leads to about three orders of magnitude the source dynamic range, overlapping with the one observed from Supergiant Fast X-ray Transients (SFXTs). However, since its duty cycle is not as low as in SFXTs, IGR J19140+0951 is an intermediate system between persistent supergiant HMXBs and SFXTs, suggesting a smooth transition between these two sub-classes.