Electron and X-ray beams originating from compact laser-wakefield accelerators have very small source sizes that are typically on the micrometre scale. Therefore, the beam divergences are relatively high, which makes it difficult to preserve their high quality during transport to applications. To improve on this, tremendous efforts have been invested in controlling the divergence of the electron beams, but no mechanism for generating collimated X-ray beams has yet been demonstrated experimentally. Here we propose and realize a scheme where electron bunches undergoing focusing in a dense, passive plasma lens can emit X-ray pulses with divergences approaching the incoherent limit. Compared with conventional betatron emission, the divergence of this so-called plasma lens radiation is reduced by more than an order of magnitude in solid angle, while maintaining a similar number of emitted photons per electron. This X-ray source offers the possibility of producing brilliant and collimated few-femtosecond X-ray pulses for ultra-fast science, in particular for studies based on X-ray diffraction and absorption spectroscopy.Main