Context. The structure and evolution of close-in exoplanets are shaped by atmospheric loss and migration processes, which give rise to key population features such as the hot Neptune desert, ridge, and savanna ─ regions of the period-radius space whose boundaries offer critical insights into planetary formation and survival. Aims. As part of the KESPRINT collaboration, we selected the TESS transiting planet candidate TOI-3862.01 for radial velocity follow-up to confirm its planetary nature and characterize its mass and bulk properties. This planet candidate is of particular interest due to its position in the middle of the hot Neptune desert, making it a valuable probe for testing theories of planet migration and atmospheric loss. Methods. We confirmed the planetary nature and determined the mass of TOI-3862.01 (hereinafter TOI-3862 b) by performing a joint fit with both transit and radial velocity data, precisely characterizing the bulk properties of this planet. Results. TOI-3862b is a super-Neptune on a 1.56-day orbit around a Sun-like star with an effective temperature of 5300±50 K. It has a mass of 53.7−2.9+2.8 M⊕ and a radius of 5.53 ± 0.18 R⊕, corresponding to a density of 1.7±0.2 g/cm3. This places it among the rare population of hot and dense super-Neptune desert planets. Conclusions. TOI-3862b, residing deep in the hot Neptune desert, represents a rare occurrence in an otherwise sparsely populated region, offering a valuable opportunity to probe the processes that may allow planets to survive in such environments.