In the far field of the intensity distribution of the beam delivered by a two-stage transient–collisional excitation X-ray laser (XRL), a non-expected interference pattern that is stable from shot to shot has been discovered. It is demonstrated that the interference is caused by the emergence of an imaginary source in the amplifying plasma, which is phase matched to the radiation of the generator. The observed phenomenon is called an X-ray coherent mirage. To explain the obtained results, a new theoretical approach is developed. The basic essential conditions for formation of the X-ray mirage are formulated, and possible applications are discussed. This paper details the experiments, including the formulation of the necessary and sufficient conditions for formation of the X-ray mirage, and possible applications are discussed.