Our aim was to identify gravitational lens candidates among some 5500 optical counterparts of the X-ray point-like sources in the medium-deep ∼11 deg2 XMM-LSS survey. We have visually inspected the optical counterparts of each QSOs/AGN using CFHTLS T006 images. We have selected compact pairs and groups of sources which could be multiply imaged QSO/AGN. We have measured the colours and characterized the morphological types of the selected sources using the multiple point spread function fitting technique. We found three good gravitational lens candidates: J021511.4−034306, J022234.3−031616 and J022607.0−040301 which consist of pairs of point-like sources having similar colours. On the basis of a colour-colour diagram and X-ray properties we could verify that all these sources are good QSO/AGN candidates rather than stars. Additional secondary gravitational lens candidates are also reported.