Context. High-ionisation lines in the soft X-ray band are generally associated to either interstellar hot gas along the line of sight or to photoionised gas intrinsic to the source. In the low-mass X-ray binary 4U 1820-30, the nature of these lines is not well understood. Aims. We aim to characterise the ionised gas present along the line of sight towards 4U 1820-30 producing the X-ray absorption lines of Mg XI, Ne IX, Fe XVII, O VII, and O VIII. Methods. We analysed all the observations available for this source in the XMM-Newton and Chandra archives that were taken with the RGS, HETG, and LETG spectrometers. We accurately examined the high-resolution grating spectra using a standard X-ray analysis procedure based on the C-statistic and using Bayesian parameter inference. We tested two physical models which describe a plasma in either collisional ionisation or photoionisation equilibrium. We adopted the Bayesian model comparison to statistically compare the different combinations of models used for the analysis. Results. We find that the lines are consistent with hot gas in the interstellar medium rather than the intrinsic gas of the X-ray binary. Our best-fit model reveals the presence of a collisionally ionised plasma with a temperature of T = (1.98 ± 0.05) × 10⁶ K. The photoionisation model fails to fit the Fe XVII line (which is detected with a significance of 6.5σ) because of the low column density predicted by the model. Moreover, the low inclination of the binary system is likely the reason for the non-detection of ionised gas intrinsic to the source.