In a coherent control experiment, light pulses are used to guide the real-time evolution of a quantum system. This requires the coherence and the control of the pulses' electric-field carrier waves. In this work, we use frequency-domain interferometry to demonstrate the mutual coherence of time-delayed pulses generated by an extreme ultraviolet seeded free-electron laser. Furthermore, we use the driving seed laser to lock and precisely control the relative phase between the two free-electron laser pulses. This new capability opens the way to a multitude of coherent control experiments, which will take advantage of the high intensity, short wavelength, and short duration of the pulses generated by seeded free-electron lasers.