  In this letter we report a tentative detection of soft time lags (i.e.
variability of softer photons lags behind the variability of harder photons) in
one $XMM-Newton$ observation of the tidal disruption event (TDE) candidate AT
2018fyk while the source was in the hard spectral state. The lags are detected
at $6.51\times10^{-5}~\rm Hz$. The amplitude of the lags with respect to
0.5$-$1 keV monotonically decreases with the photon energy, from $\sim 1200~\rm
s$ at 0.3$-$0.5 keV to $\sim -4200~\rm s$ at 3$-$5 keV (in our convention a
positive lag means lagging behind the reference band). We find that the
amplitude is proportional to the logarithm of the energy separation between the
examined band and the reference band. The energy-dependent covariance spectrum
indicates that the correlated variability is more likely to be associated with
the non-thermal radiation. The soft lags are difficult to reconcile with the
reverberation scenario that are used to explain the soft lags in active
galactic nuclei. On the other hand, the observed soft lags are consistent with
the picture that the soft X-rays are down-scattered hard X-rays by the outflow
as predicted by ``unification'' models of TDEs.
