We present an X-ray and radio study of the famous `El Gordo', a massive and distant (z = 0.87) galaxy cluster. In the deep (340 ks) Chandra observation, the cluster appears with an elongated and cometary morphology, a sign of its current merging state. The GMRT radio observations at 610 MHz confirm the presence of a radio halo, which remarkably overlaps the X-ray cluster emission and connects a couple of radio relics. We detect a strong shock (M≳3) in the NW periphery of the cluster, co-spatially located with the radio relic. This is the most distant (z = 0.87) and one of the strongest shocks detected in a galaxy cluster. This work supports the relic-shock connection and allows us to investigate the origin of these radio sources in an uncommon regime of M≳3. For this particular case we found that shock acceleration from the thermal pool is still a viable possibility.