Theoretical simulations predict that the circumgalactic medium (CGM) contains the largest baryon reservoir of a galaxy. The CGM is also believe to be warm-hot with temperature around a million degrees. Such a warm-hot CGM has been clearly detected in the Milky Way in both emission and absorption. X-ray observations showed that the Milky Way CGM is extended and contains the most of the baryonic mass of the Galaxy. Using deep new observations with XMM-Newton we discovered a very hot gaseous component of the Milky Way CGM, at ten million degrees. We also found non-solar abundance ratios and alpha-enhancement of light metals. These results provide insights on the heating and chemical enrichment of the Milky Way CGM, and provide important inputs to theoretical models of galaxy formation and evolution.