Recent XMM-Newton observations have revealed that IRAS 17020+4544 is a very unusual example of black hole windproduced feedback by a moderately luminous AGN in a spiral galaxy. Since the source is known for being a radio emitter, we investigated about the presence and the properties of a non-thermal component. We observed IRAS 17020+4544 with the Very Long Baseline Array at 5, 8, 15, and 24GHz within a month of the 2014 XMM-Newton observations. We further analysed archival data taken in 2000 and 2012. Results. We detect the source at 5GHz and on short baselines at 8GHz. At 15 and 24 GHz, the source is below our baseline sensitivity for fringe fitting, indicating the lack of prominent compact features. The morphology is that of an asymmetric double, with significant diffuse emission. The spectrum between 5 and 8GHz is rather steep (S{nu}~nu^-(1.0+/-0.2)^). Our re-analysis of the archival data at 5 and 8GHz provides results consistent with the new observations, suggesting that flux density and structural variability are not important in this source. We put a limit on the separation speed between the main components of <0.06c. IRAS 17020+4544 shows interesting features of several classes of objects: its properties are typical of compact steep spectrum sources, low power compact sources, radio-emitting narrow line Seyfert 1 galaxies. However, it can not be classified in any of these categories, remaining so far a one-of-a-kind object.