An optical axis adjusting mechanism for an X-ray lens, an X-ray analytical instrument and a method of adjusting an optical axis of an X-ray lens, capable of enhancing detection efficiency of an X-ray while preventing degradation of the device performance are provided. An optical axis adjusting mechanism for an X-ray lens to be implemented in an X-ray analytical instrument, includes an exit side adjusting mechanism for adjusting an exit side focal point of the X-ray lens to focus on an X-ray detector, and an entrance side adjusting mechanism for adjusting an entrance side focal point of the X-ray lens to focus on an analytical point of a sample, and the entrance side adjusting mechanism is disposed with a greater distance from the X-ray lens than a distance between the exit side adjusting mechanism and the X-ray lens.