  We have used the excellent sensitivity of XMM-Newton to obtain the first
high-quality X-ray spectrum of a Wolf-Rayet (WR) star which is not known to be
a member of a binary system. Our target, the nitrogen-type star WR 110 (= HD
165688) was also observed and detected with the VLA at four different
frequencies. The radio data are in excellent agreement with that expected for
free-free wind emission. and the ionized mass-loss rate is derived. The X-ray
emission measure distribution shows a dominant contribution from cool plasma at
kT$_{cool}$ = 0.5 keV (6 MK) which is only weakly absorbed. We argue that this
cool emission originates at hundreds of radii if the wind is spherical and
homogeneous and derive shock velocities and the X-ray filling factor using
radiative shock models. A surprising result is the unambiguous detection of a
hard X-ray component clearly seen in the hard-band images and the spectra. This
hard component accounts for about half of the observed flux and can be
acceptably fitted by a hot optically thin thermal plasma or a power-law model.
If the emission is thermal, then a temperature kT$_{hot}$ $\geq$ 3 keV is
derived. Such high temperatures are not predicted by current instability-driven
wind shock models. We examine several alternatives and show that the hard
emission could be accounted for by the WR wind shocking onto a close stellar
companion which has so far escaped detection. However, until persuasive
evidence for binarity is found we are left with the intriguing possibility that
the hard X-ray emission is produced entirely by the Wolf-Rayet star.
