We have observed the 3.8 s pulsar CXOU J171405.7-381031 with XMM-Newton, and discovered the significant dP/dt of 6.40+/-0.14X10^-11 s/s from this source for the first time, with the aid of archival Chandra data. The characteristic age (950 yr), the magnetic field strength (5X10^14 G), and the spin-down luminosity (4.5X10^34 erg/s) derived from P and dP/dt lead us to conclude that CXOU J171405.7-381031 should be identified as a new magnetar. The obtained characteristic age indicates that CXOU

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... 1405.7-381031 is youngest among all known anomalous X-ray pulsars, which is consistent with the age estimation from the thermal X-rays of the associated supernova remnant. The ratio between 2-10 keV luminosity and spin-down luminosity is almost unity, which implies that CXOU J171405.7-381031 is the key source to connect magnetars and traditional radio pulsars.