Coherent ultrashort X-ray pulses provide new ways to probe matter and its ultrafast dynamics1–3. One of the promising paths to generate these pulses consists of using a nonlinear interaction with a systemto strongly and periodically distort the waveform of intense laser fields, and thus produce high-order harmonics. Such distortions have so far been induced by using the nonlinear polarizability of atoms, leading to the production of attosecond light bursts4, short enough to study the dynamics of electrons in matter3. Shorter and more intense attosecond pulses, together with higher harmonic orders, are expected5,6 by reflecting ultraintense laser pulses on a plasma mirror—a dense (1023 electrons cm−3) plasma with a steep interface. However, short-wavelength-light sources produced by such plasmas are known to generally be incoherent7. In contrast, we demonstrate that like in usual low-intensity reflection, the coherence of the light wave is preserved during harmonic generation on plasma mirrors. We then exploit this coherence for interferometric measurements and thus carry out a first study of the laser-driven coherent dynamics of the plasma electrons.