We introduce the concept of a miniaturized compound refractive X-ray zoom lens consisting of SU-8 lenses fabricated by deep X-ray lithography. The focal length can be varied by changing the number of lens elements placed in the beam. We use suitable actuators to move single lens elements reversibly out of the beam. The X-ray zoom lens can accept different X-ray energies while keeping a fixed working distance, or vary the focal distance for a fixed energy. The latter is useful in tuning the magnification factor in full field microscopy.