In female (XX) mammals, one of the two X chromosomes is inactivated to ensure an equal dose of X-linked genes with males (XY). X-chromosome inactivation in eutherian mammals is mediated by the non-coding RNA Xist. Xist is not found in metatherians (marsupials), and how X-chromosome inactivation is initiated in these mammals has been the subject of speculation for decades. Using the marsupial Monodelphis domestica, here we identify Rsx (RNA-on-the-silent X), an RNA that has properties consistent with a role in X-chromosome inactivation. Rsx is a large, repeat-rich RNA that is expressed only in females and is transcribed from, and coats, the inactive X chromosome. In female germ cells, in which both X chromosomes are active, Rsx is silenced, linking Rsx expression to X-chromosome inactivation and reactivation. Integration of an Rsx transgene on an autosome in mouse embryonic stem cells leads to gene silencing in cis. Our findings permit comparative studies of X-chromosome inactivation in mammals and pose questions about the mechanisms by which X-chromosome inactivation is achieved in eutherians.