X-rays have no effect on the magnetic field however, I guess, a magnetic field can effect on the absorption of x-rays. 

The effect of magnetic field on diffuse gamma ray flux was used recently by the Fermi Gamma ray Space Telescope collaboration to discover a helical magnetic field that pervades the universe (see link below).

http://www.sciencedaily.com/releases/2015/05/150514085655.htm

A magnetic field can modify the angular distribution of X- or gamma scattered polarized radiation under certain conditions. It is required a circular or elliptic polarization state of the source and the scattering involved is the Compton one. There is a broad field of research called "magnetic scattering" that studies these effects.