We have studied the kinematics of the HH 399 jet, which was recently discovered in the Trifid Nebula. The data were obtained in the [N II] 6583 Å line with a scanning Fabry-Pérot interferometer (TAURUS-2) and in the [S II] 6717, 6731 Å lines with an echelle spectrograph. The analysis of the radial velocities measured along the jet indicates that its axis lies almost perpendicular to the line of sight. We resolve two kinematical components along the jet that differ in radial velocity by about 15 km s-1, and we identify the bow shock associated with the jet. We find that the brightest kinematic component has an electron density similar to the surrounding interstellar medium (100-340 cm-3), while the second velocity component has much higher densities (1000-7500 cm-3). We discuss different models that can explain the observational data. The more suitable ones identify the second velocity component with the jet material and imply a jet-to-ambient density ratio η=nj/namb ranging from 8 to up to 70. However, the lack of theoretical work on the kinematics of jets immersed in a fully ionized medium complicates the interpretation of HH 399.