Studies of high-redshift quasars provide new opportunities to investigate evolutionary properties of the Universe. X-ray observations of this population are uniquely capable of detecting Compton-thick quasars, sources which may be used to constrain black hole formation rates and probe feedback between supermassive black holes and the interstellar medium. In this talk, we report the Chandra discovery of a heavily obscured quasar candidate in the early Universe at z = 4.56. The source J1606+3124 is an X-ray-bright, radio-loud quasar with a significant lack of soft X-ray and UV emission when compared with other high-redshift quasars. Based on our X-ray hardness-ratio and spectroscopic analysis, we estimate an obscuring column density in excess of 1024 cm−2, indicating that the source is Compton-thick. Thus, we find J1606+3124 to be only the fourth known heavily obscured quasar at z > 4. We additionally discuss the multi-wavelength properties of this source in context with both high-redshift quasars and the remaining obscured quasar population.