We have investigated the relation between the two modes of outflow (wind and jet) in radio-loud active galactic nuclei (AGN). For this study we have carried out a systematic and homogeneous analysis of XMM-Newton spectra of a sample of 16 suitable radio-loud Seyfert-1 AGN. The ionised winds in these AGN are parameterised through high-resolution X-ray spectroscopy and photoionisation modelling. We discover a significant inverse correlation between the column density N_H of the ionised wind and the radio-loudness parameter R of the jet. We explored different possible explanations for this N_H-R relation and find that ionisation, inclination, and luminosity effects are unlikely to be responsible for the observed relation. We argue that the N_H-R relation is rather a manifestation of the magnetic driving mechanism of the wind from the accretion disc. Change in the magnetic field configuration from toroidal to poloidal, powering either the wind or the jet mode of the outflow, is the most feasible explanation for the observed decline in the wind N_H as the radio jet becomes stronger. Our findings provide evidence for a wind-jet bimodality in radio-loud AGN and shine new light on the link between these two modes of outflow. This has far-reaching consequences for the accretion disc structure and the wind ejection mechanism.