Active Galactic Nuclei (AGN) are the most luminous persistent objects in the universe. An excess of X-ray emission below about 2 keV, called soft-excess, is very common in Type 1 AGN spectra. The origin of this feature remains debated. Originally modeled with a blackbody, there are now several possibilities to model the soft-excess, including warm Comptonization and blurred ionized reflection. In this paper, we test ionized-reflection models on Mrk 509, a bright Seyfert 1 galaxy for which we have a unique data set, in order to determine whether it can be responsible for the strong soft-excess. We use ten simultaneous XMM-Newton and INTEGRAL observations performed every four days. We present here the results of the spectral analysis, the evolution of the parameters and the variability properties of the X-ray emission. The application of blurred ionized-reflection models leads to a very strong reflection and an extreme geometry, but fails to reproduce the broad-band spectrum of Mrk 509. Two different scenarios for blurred ionized reflection are discussed: stable geometry and lamp-post configuration. In both cases we find that the model parameters do not follow the expected relations, indicating that the model is fine-tuned to fit the data without physical justification. A large, slow variation of the soft-excess without counterpart in the hard X-rays could be explained by a change in ionization of the reflector. However, such a change does not naturally follow from the assumed geometrical configuration. Warm Comptonization remains the most probable origin of the soft-excess in this object. Nevertheless, it is possible that both ionized reflection and warm Comptonization mechanisms can explain the soft-excess in all objects, one dominating the other one, depending on the physical conditions of the disk and the corona. ; Comment: 12 pages, A&A accepted