Aims. Theoretical models of wind-driven feedback from active galactic nuclei (AGN) often identify ultra-fast outflows as being the main agent in the generation of galaxy-sized outflows, which are possibly the main actors in establishing so-called AGN-galaxy co-evolution. Ultra-fast outflows are well characterized in local AGN but much less is known in quasars at the cosmic time when star formation and AGN activity peaked (z ≃ 1–3). It is therefore necessary to search for evidence of ultra-fast outflows in high-z sources to test wind-driven AGN feedback models. Methods. Here we present a study of Q2237+030, the Einstein Cross, a quadruply-imaged radio-quiet lensed quasar located at z = 1.695. We performed a systematic and comprehensive temporally and spatially resolved X-ray spectral analysis of all the available Chandra and XMM-Newton data (as of September 2019). Results. We find clear evidence for spectral variability, possibly due to absorption column density (or covering fraction) variability intrinsic to the source. For the first time in this quasar, we detect a fast X-ray wind outflowing at v_out ≃ 0.1c that would be powerful enough (Ė_kin ≃ 0.1 L_bol) to significantly affect the evolution of the host galaxy. We report also on the possible presence of an even faster component of the wind (v_out ∼ 0.5c). For the first time in a high-z quasar, given the large sample and long time interval spanned by the analyzed X-ray data, we are able to roughly estimate the wind duty cycle as ≃0.46 (0.31) at 90% (95%) confidence level. Finally, we also confirm the presence of a Fe Kα emission line with variable energy, which we discuss in the light of microlensing effects as well as considering our findings on the source.