Optical-domain transient grating (TG) spectroscopy is a versatile background-free four-wave-mixing technique that is used to probe vibrational, magnetic and electronic degrees of freedom in the time domain(1). The newly developed coherent X-ray free-electron laser sources allow its extension to the X-ray regime. X-rays offer multiple advantages for TG: their large penetration depth allows probing the bulk properties of materials, their element specificity can address core excited states, and their short wavelengths create excitation gratings with unprecedented momentum transfer and spatial resolution. Here, we demonstrate TG excitation in the hard X-ray range at 7.1 keV. In bismuth germanate (BGO), the non-resonant TG excitation generates coherent optical phonons detected as a function of time by diffraction of an optical probe pulse. This experiment demonstrates the ability to probe bulk properties of materials and paves the way for ultrafast coherent four-wave-mixing techniques using X-ray probes and involving nanoscale TG spatial periods.