We study the dynamics of the transverse field Ising chain after a local quench in which two independently thermalised chains are joined together and are left to evolve unitarily. In the emerging non-equilibrium steady state the Rényi mutual information with different indices are calculated between two adjacent segments of the chain, and are found to scale logarithmically in the subsystem size. Surprisingly, for Rényi indices > 2 we find cases where the prefactor of the logarithmic dependence is negative. The fact that the naively defined Rényi mutual information might be negative has been pointed out before, however, we provide the first example for this scenario in a realistic many-body setup. Our numerical and analytical results indicate that in this setup it can be negative for any index > 2 while it is always positive for < 2. Interestingly, even for > 2 the calculated prefactors show some universal features: for example, the same prefactor is also shown to govern the logarithmic time dependence of the Rényi mutual information before the system relaxes locally to the steady state. In particular, it can decrease in the non-equilibrium evolution after the quench.
