RX J1211+2242 is an optically faint (B ≃ 19.2 mag) but X-ray bright (f2 - 10 keV = 5 × 10-12 erg cm-2 s-1) AGN, which has been shown to be a BL Lac object at redshift z = 0.455. The ROSAT X-ray, Calar Alto optical, and NVSS radio data suggest that the peak of the synchrotron emission of this object is at energies as high as several keV. BeppoSAX observations have been carried out simultaneously with optical observations in order to extend the coverage to higher energies. The new data indeed indicate a turn-over in the 2 - 10 keV energy region. We propose that RX J1211+2242 is the counterpart of the unidentified EGRET source 3EG J1212+2304, making it a gamma-ray emitter with properties similar to, for example, Markarian 501 in its bright state, though being at a much larger distance.