A subclass of extragalactic radio sources known as winged radio galaxies has puzzled astronomers for many years. The wing features are detected at radio wavelengths as low-surface-brightness radio lobes that are clearly misaligned with respect to the main lobe axis. Different models compete to account for these peculiar structures. Here, we report observational evidence that the parsec-scale radio jets in the Galactic microquasar GRS 1758-258 give rise to a Z-shaped radio emission strongly reminiscent of the X and Z-shaped morphologies found in winged radio galaxies. This is the first time that such extended emission features are observed in a microquasar, providing a new analogy for its extragalactic relatives. From our observations, we can clearly favour the hydrodynamic backflow interpretation against other possible wing formation scenarios. Assuming that physical processes are similar, we can extrapolate this conclusion and suggest that this mechanism could also be at work in many extragalactic cases.