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We present K2-2016-BLG-0005Lb, a densely sampled, planetary binary caustic-crossing microlensing event found from a blind search of data gathered from Campaign 9 of the Kepler K2 mission (K2 C9). K2-2016-BLG-0005Lb is the first bound microlensing exoplanet discovered from space-based data. The event has caustic entry and exit points that are resolved in the K2 C9 data, enabling the lens-source relative proper motion to be measured. We have fitted a binary microlens model to the Kepler data and to simultaneous observations from multiple ground-based surveys. Whilst the ground-based data only sparsely sample the binary caustic, they provide a clear detection of parallax that allows us to break completely the microlensing mass-position-velocity degeneracy and measure the planet's mass directly. We find a host mass of 0.58 ± 0.04 M⊙ and a planetary mass of 1.1 ± 0.1 MJ. The system lies at a distance of 5.2 ± 0.2 kpc from Earth towards the Galactic bulge, more than twice the distance of the previous most distant planet found by Kepler. The sky-projected separation of the planet from its host is found to be 4.2 ± 0.3 au which, for circular orbits, deprojects to a host separation |$a = 4.4^{+1.9}_{-0.4}$|  au and orbital period |$P = 13^{+9}_{-2}$|  yr. This makes K2-2016-BLG-0005Lb a close Jupiter analogue orbiting a low-mass host star. According to current planet formation models, this system is very close to the host mass threshold below which Jupiters are not expected to form. Upcoming space-based exoplanet microlensing surveys by NASA's Nancy Grace Roman Space Telescope and, possibly, ESA's Euclid mission, will provide demanding tests of current planet formation models. [ABSTRACT FROM AUTHOR]