As the third most abundant element in the universe after hydrogen and helium,oxygen's chemistry in molecular clouds is important for understanding properties ofthe molecular gas. Molecular oxygen (O2), which was thought to be an importantcoolant in molecular clouds, has been searched for in the Milky Way sources withspace missions and in external galaxies with ground-based facilities in pastdecades. The O2 abundance turned out to be much lower than expected, with only afew Galactic detections of O2 emission in $\rho$ Oph and Orion, and only upperlimits in extra-galactic sources. We present the first extra-galactic detectionof O$_2$ emission toward the nearest QSO Mrk 231 at the rest frequencyof 118.750343 GHz with IRAM 30 meter and confirmed by the NOEMA. O$_2$emission in Mrk 231 is extended and associated with outflowing molecular gas,which provides an ideal tool to study AGN-driven molecular outflows with ALMAon kpc scale. O$_2$ might also be an important coolant in the AGN-drivenoutflowing molecular gas with abundance comparable to that of CO.