Pulsars with millisecond spin periods and weak magnetic fields (~10^8 G) are thought to be spun up through a 0.1–1 Gyr-long phase by the transfer of matter and angular momentum from a low mass companion star. When the mass transfer is active, these neutron stars can be observed as accretion powered millisecond X-ray pulsar, provided that their magnetic field is strong enough to channel the accreting matter towards the magnetic poles. Observations performed with the Rossi X-ray Timing Explorer back in 1998 allowed to discovered the first coherent 2.5 ms X-ray pulsations in the X-ray (transient) binary system SAX J1808.4- 3658 during outburst. Here we present the first detection of optical and UV pulsations with TNG/SiFAP2 and HST/STIS from SAX J1808.4- 3658 again, during the August 2019 outburst. The optical and UV pulsations were observed when the pulsar was surrounded by an accretion disc. X-ray pulsations were detected during a simultaneous NICER observation, as well. The detection of optical/UV pulsations in transient accreting X-ray binaries opens a new observational window to discover new systems and opens the possibility to investigate and track their evolution.