Context. HD 195592 is an O-type super-giant star, known as a well-established runaway. Recently, a Fermi γ-ray source (2FGL J2030.7+4417) with a position compatible with that of HD 195592 has been reported. Aims. Our goal is to explore the scenario where HD 195592 is the counterpart of the Fermi γ-ray source, modeling the non-thermal emission produced in the bowshock of the runaway star. Methods. We calculated the spectral energy distribution of the radiation produced in the bowshock of HD 195592 and we compared it with Fermi observations of the 2FGL J2030.7+4417. Results. We present relativistic particle losses and the resulting radiation of the bowshock of HD 195592 and show that the latter is compatible with the detected γ-ray emission. Conclusions. We conclude that the Fermi source 2FGL J2030.7+4417 might be produced, under some energetic assumptions, by inverse Compton up-scattering of photons from the heated dust in the bowshock of the runaway star. Therefore, HD 195592 might be the very first object detected belonging to the category of γ-ray emitting runaway massive stars, whose existence has been recently predicted.