Aims. The Canis Major OB1 Association has an intriguing scenario of star formation, especially in the region called Canis Major R1 (CMa R1) traditionally assigned to a reflection nebula, but in reality an ionized region. This work is focused on the young stellar population associated to CMa R1, for which our previous results from ROSAT, optical and near-infrared data had revealed two stellar groups with different ages, suggesting a possible mixing of populations originated from distinct star-formation episodes. Methods. The X-ray data allow the detected sources to be characterized according to hardness ratios, light curves and spectra. Estimates of mass and age were obtained from the 2MASS catalogue, and used to define a complete subsample of stellar counterparts, for statistical purposes. Results. A catalogue of 387 XMM-Newton sources is provided, 78% being confirmed as members or probable members of the CMa R1 association. Flares (or similar events) were observed for 13 sources, and the spectra of 21 bright sources could be fitted by a thermal plasma model. Mean values of fits parameters were used to estimate X-ray luminosities. We found a minimum value of log(L X [erg/s]) = 29.43, indicating that our sample of low-mass stars (M ⋆ ≤ 0.5M ⊙ ), being faint X-ray emitters, is incomplete. Among the 250 objects selected as our complete subsample (defining our "best sample"), 171 are found to the East of the cloud, near Z CMa and dense molecular gas, 50% of them being young (< 5 Myr) and 30% being older (> 10 Myr). The opposite happens to the West, near GU CMa, in areas lacking molecular gas: among 79 objects, 30% are young and 50% are older. These findings confirm that a first episode of distributed star formation occurred in the whole studied region ∼10 Myr ago and dispersed the molecular gas, while a second, localized episode (< 5 Myr) took place in the regions where molecular gas is still present.