This Letter presents the measurement of the fiducial and differential cross-sections of the electroweak production of a $Z \gamma$ pair in association with two jets. The analysis uses 140 fb$^{-1}$ of LHC proton-proton collision data taken at $\sqrt{s}$=13 TeV recorded by the ATLAS detector during the years 2015-2018. Events with a $Z$ boson candidate decaying into either an $e^+e^-$ or $\mu^+ \mu^-$ pair, a photon and two jets are selected. The electroweak component is extracted by requiring a large dijet invariant mass and a large rapidity gap between the two jets and is measured with an observed and expected significance well above five standard deviations. The fiducial $pp \rightarrow Z \gamma jj$ cross-section for the electroweak production is measured to be 3.6 $\pm$ 0.5 fb. The total fiducial cross-section that also includes contributions where the jets arise from strong interactions is measured to be $16.8^{+2.0}_{-1.8}$ fb. The results are consistent with the Standard Model predictions. Differential cross-sections are also measured using the same events and are compared with parton-shower Monte Carlo simulations. Good agreement is observed between data and predictions.