We have investigated stress and temperature dependences of the structure of the X-phase in Ni2MnGa to understand structural relation between the X-phase and other phases. Position and intensity of satellites of the X-phase are different from those of the intermediate (I-) phase under compressive stress, but they approach those of the I-phase with decreasing stress. That is, the structure change associated with the I → X transformation is discontinuous under a compressive stress, while it is continuous under zero stress. In addition, the transformation from the X-phase to the L21-type parent phase is continuous regardless of applied stress. These results strongly suggest the existence of multi-critical point in Ni2MnGa. On the other hand, the transformation from the X-phase to the martensite phase is discontinuous regardless of applied stress.