As the third most abundant element in the universe after hydrogen and helium, oxygen's chemistry in molecular clouds is important for understanding properties of the molecular gas. Molecular oxygen (O2), which was thought to be an important coolant in molecular clouds, has been searched for in the Milky Way sources with space missions and in external galaxies with ground-based facilities in past decades. The O2 abundance turned out to be much lower than expected, with only a few Galactic detections of O2 emission, and only upper limits in extra-galactic sources. We present the first extra-galactic detection of O2 emission toward the nearest QSO Mrk 231 at the rest frequency of 118.750343 GHz with IRAM 30 meter and confirmed by the NOEMA. O2 emission in Mrk 231 is extended and associated with outflowing molecular gas, which provides an ideal tool to study AGN-driven molecular outflows with ALMA on kpc scale. O2 might also be an important coolant in the AGN-driven outflowing molecular gas with abundance comparable to that of CO.