Context. Studies of the correlation between different diffuse interstellar bands (DIBs) are important for exploring their origins. However, the Gaia–RVS spectral window between 846 and 870 nm contains few DIBs, the strong DIB at 862 nm being the only convincingly confirmed one. Aims. Here we attempt to confirm the existence of a broad DIB around 864.8 nm and estimate its characteristics using the stacked Gaia–RVS spectra of a large number of stars. We study the correlations between the two DIBs at 862 nm (λ862) and 864.8 nm (λ864.8), as well as the interstellar extinction. Methods. We obtained spectra of the interstellar medium (ISM) absorption by subtracting the stellar components using templates constructed from real spectra at high Galactic latitudes with low extinctions. We then stacked the ISM spectra in Galactic coordinates (ℓ, b) – pixelized by the HEALPix scheme – to measure the DIBs. The stacked spectrum is modeled by the profiles of the two DIBs, Gaussian for λ862 and Lorentzian for λ864.8, and a linear continuum. We report the fitted central depth (CD), central wavelength, equivalent width (EW), and their uncertainties for the two DIBs. Results. We obtain 8458 stacked spectra in total, of which 1103 (13%) have reliable fitting results after applying numerous conservative filters. This work is the first of its kind to fit and measure λ862 and λ864.8 simultaneously in cool-star spectra. Based on these measurements, we find that the EWs and CDs of λ862 and λ864.8 are well correlated with each other, with Pearson coefficients (r_p) of 0.78 and 0.87, respectively. The full width at half maximum (FWHM) of λ864.8 is estimated as 1.62 ± 0.33 nm which compares to 0.55 ± 0.06 nm for λ862. We also measure the vacuum rest-frame wavelength of λ864.8 to be λ₀ = 864.53 ± 0.14 nm, smaller than previous estimates. Conclusions. We find solid confirmation of the existence of the DIB around 864.8 nm based on an exploration of its correlation with λ862 and estimation of its FWHM. The DIB λ864.8 is very broad and shallow. That at λ862 correlates better with E(BP − RP) than λ864.8. The profiles of the two DIBs could strongly overlap with each other, which contributes to the skew of the λ862 profile.