Context. In classical T Tauri stars, X-rays are produced by two plasma components: a hot low-density plasma, with frequent flaring activity, and a high-density lower temperature plasma. The former is coronal plasma related to the stellar magnetic activity. The latter component, never observed in non-accreting stars, could be plasma heated by the shock formed by the accretion process. However its nature is still being debated. Aims. Our aim is to probe the soft X-ray emission from the high-density plasma component in classical T Tauri stars to check whether this plasma is heated in the accretion shock or whether it is coronal plasma. Methods. High-resolution X-ray spectroscopy allows us to measure individual line fluxes. We analyze X-ray spectra of the classical T Tauri stars MP Muscae and TW Hydrae. Our aim is to evaluate line ratios to search for optical depth effects, which are expected in the accretion-driven scenario. We also derive the plasma emission measure distributions EMD, to investigate whether and how the EMD of accreting and non accreting young stars differ. The results are compared to those obtained for the non-accreting weakline T Tauri star TWA 5. Results. We find evidence of resonance scattering in the strongest lines of MP Mus, supporting the idea that soft X-rays are produced by plasma heated in the accretion shock. We also find that the EMD of MP Mus has two peaks: a cool peak at temperatures expected for plasma heated in the accretion shock, and a hot peak typical of coronal plasma. The shape of the EMD of MP Mus appears to be the superposition of the EMD of a pure coronal source, like TWA 5, and an EMD alike that of TW Hya, which is instead dominated by shock-heated plasma.