  We report on high energy observations of IGR J19140+0951 performed with RXTE
on three occasions in 2002, 2003 and 2004, and INTEGRAL during a very well
sampled and unprecedented high energy coverage of this source from early-March
to mid-May 2003. Our analysis shows that IGR J19140+0951 spends most of its
time in a very low luminosity state, probably corresponding to the state
observed with RXTE, and characterised by thermal Comptonisation. In some
occasions we observe variations of the luminosity by a factor of about 10
during which the spectrum can show evidence for a thermal component, besides
thermal Comptonisation by a hotter plasma than during the low luminosity state.
The spectral parameters obtained from the spectral fits to the INTEGRAL and
RXTE data strongly suggest that IGR J19140+0951 hosts a neutron star rather
than a black hole. Very importantly, we observe variations of the absorption
column density (with a value as high as ~10^23 cm^-2). Our spectral analysis
also reveals a bright iron line detected with both RXTE/PCA and INTEGRAL/JEM-X,
at different levels of luminosity. We discuss these results and the behaviour
of IGR J19140+0951, and show, by comparison with other well known systems (Vela
X-1, GX 301-2, 4U 2206+54), that IGR J19140+0951 is most probably a High Mass
X-ray Binary.
