A fast atomic force microscope (AFM) has been developed that can be installed as a sample holder for grazing-incidence X-ray experiments at solid/gas or solid/liquid interfaces. It allows a wide range of possible investigations, including soft and biological samples under physiological conditions (hydrated specimens). The structural information obtained using the X-rays is combined with the data gathered with the AFM (morphology and mechanical properties), providing a unique characterization of the specimen and its dynamics in situ during an experiment. In this work, lipid monolayers and bilayers in air or liquid environment have been investigated by means of AFM, both with imaging and force spectroscopy, and X-ray reflectivity. In addition, this combination allows the radiation damage induced by the beam on the sample to be studied, as has been observed on DOPC and DPPC supported lipid bilayers under physiological conditions.