Generation of laser plasma X-rays and experiments of picosecond time-resolved X-rays diffraction are reviewed. Ultrashort pulsed X-rays are generated by focusing femtosecond laser beam onto metal targets at power density above 1016 W/cm2. Dynamics of phase transition and shock-wave propagation in condensed matter can be investigated by the picosecond time-resolved X-ray diffraction using a pump-probe technique.