\sgra, the compact radio source, believed to be the counterpart of the massive black hole at the galactic nucleus, was observed to undergo rapid and intense flaring activity in X-rays with Chandra in October 2000. We report here the detection with XMM-Newton EPIC cameras of the early phase of a similar X-ray flare from this source, which occurred on September 4, 2001. The source 2-10 keV luminosity increased by a factor 20 to reach a level of 4 1034 erg s-1 in a time interval of about 900 s, just before the end of the observation. The data indicate that the source spectrum was hard during the flare. This XMM-Newton observation confirms the results obtained by Chandra and suggests that, in \sgra, rapid and intense X-ray flaring is not a rare event. This can constrain the emission mechanism models proposed for this source, and also implies that the crucial multiwavelength observation programs planned to explore the behaviour of the radio/sub-mm and hard X-ray/gamma-ray emissions during the X-ray flares, have a good chance of success.