One of the challenges of future muon colliders involves the production of muon beams carrying high phase space densities. In particular, the muon beam normalised transverse emittance is a relevant figure of merit used to meet luminosity requests. A typical issue impacting the achieved transverse emittance in muon collider schemes, thus far considered, is the phase space dilution caused by the Coulomb interaction of primary particles propagating into the target where muons were generated. In this study, we present a new scheme(named electrons and X-rays to muon pairs) for muon beam generation occurring in a vacuum via interactions of electron and photon beams. Setting the center of mass energy at about twice the threshold (i.e., around 350 MeV), the normalised emittance of the muon beam generated via muon pair production reaction (e−+γ→e−+μ++μ−) is largely independent on the emittance of the colliding electron beam and is set basically by the excess of transverse momentum in the muon pair creation. In absence of any other mechanism for emittance dilution, the resulting muon beam, with energy in the range of a few tens of GeV, is characterised by an ultra-low normalised transverse RMS emittance of a few nm rad, corresponding to a geometrical emittance below 10 π pm rad. This opens up the way to a new muon collider paradigm based on muon sources conceived with primary colliding beams delivered by 100 GeV-class energy recovery LINACs interacting with hard-X ray free electron lasers. The challenge is to achieve the requested luminosity of the muon collider adopting a strategy of low muon fluxes/currents combined to ultra-low emittances, to largely reduce the levels of muon beam-induced backgrounds.