We observed the neutron star (NS) ultra-compact X-ray binary 4U0614+091 quasi-simultaneously in the radio band (VLA), mid-IR/IR (Spitzer/MIPS and IRAC), near-IR/optical (SMARTS), optical-UV (Swift/UVOT), soft and hard X-rays (Swift/XRT and RXTE). The source was steadily in its `hard state'. We detected the source in the whole range, for the first time in the radio band at 4.86 and 8.46 GHz and in the mid-IR at 24 um, up to 100 keV. The optically thick synchrotron spectrum of the jet is consistent with being flat from the radio to the mid-IR band. The flat jet spectrum breaks in the range (1-4)x10^(13) Hz to an optically-thin power-law synchrotron spectrum with spectral index ~-0.5. These observations allow us to estimate a lower limit on the jet radiative power of ~3x10^(32) erg/s and a total jet power Lj~10^(34) u_(0.05)^(-1) Ec^(0.53) erg/s (where Ec is the high-energy cutoff of the synchrotron spectrum in eV and u_(0.05) is the radiative efficiency in units of 0.05). The contemporaneous detection of the optically thin part of the compact jet and the X-ray tail above 30 keV allows us to assess the contribution of the jet to the hard X-ray tail by synchrotron self-Compton (SSC) processes. We conclude that, for realistic jet size, boosting, viewing angle and energy partition, the SSC emission alone, from the post-shock, accelerated, non-thermal population in the jet, is not a viable mechanism to explain the observed hard X-ray tail of the neutron star 4U0614+091.