Context. Shock waves in Cepheids have often been invoked, both from observational and theoretical points of view. However, classical shock wave signatures, such as emission or line doubling, have hardly been detected. Aims. In this paper, we suggest that our spectra of the classical Cepheid X Sgr can be interpreted by means of the passage of 2 shock waves per pulsation period. Methods. We study new, high-resolution (120 000) spectra of X Sgr that show very complicated patterns within metallic lines. Results. Spectra show up to 3 components in most of the lines of the spectra during most of the pulsation cycle. These components seem to follow a pulsation motion. In the blue wing, the appearance of a new component is observed twice per pulsation period, which can be interpreted by 2 consecutive shock waves, one being apparently related to the classical κ-mechanism at work in these stars. The origin of the second shock is still unclear. Conclusions. X Sgr is an exceptional Cepheid according to its observed multi-components behaviour. Additional observations are requested in order to establish the eventual effect of the binary orbit on the pulsation motion.