We present results on a search of heavily obscured active galaxies z > 1.7 using the rest-frame 9−20 keV excess for X-ray sources detected in the deep XMM-CDFS survey. Out of 176 sources selected with the conservative detection criteria (>8σ) in the first source catalogue of Ranalli et al. (in prep.), 46 objects lie in the redshift range of interest with the median redshift ≃ 2.5. Their typical rest-frame 10−20 keV luminosity is 1044 erg s-1, as observed. Among optically faint objects that lack spectroscopic redshift, four were found to be strongly absorbed X-ray sources, and the enhanced Fe K emission or absorption features in their X-ray spectra were used to obtain X-ray spectroscopic redshifts. Using the X-ray colour–colour diagram based on the rest-frame 3−5 keV, 5−9 keV, and 9−20 keV bands, seven objects were selected for their 9−20 keV excess and were found to be strongly absorbed X-ray sources with column density of NH ≥ 0.6 × 1024 cm-2, including two possible Compton thick sources. While they are emitting at quasar luminosity, ~3/4 of the sample objects are found to be absorbed by NH > 1022 cm-2. A comparison with local AGN at the matched luminosity suggests an increasing trend of the absorbed source fraction for high-luminosity AGN towards high redshifts.