X-ray Photon Correlation Spectroscopy was used to measure the diffusive dynamics of colloidal particles in a shear flow. The results presented here show how the intensity autocorrelation functions measure both the diffusive dynamics of the particles and their flow-induced, convective motion. However, in the limit of low flow/shear rates, it is possible to obtain the diffusive component of the dynamics, which makes the method suitable for the study of the dynamical properties of a large class of complex soft-matter and biological fluids. An important benefit of this experimental strategy over more traditional X-ray methods is the minimization of X-ray-induced beam damage. While the method can be applied also for photon correlation spectroscopy in the visible domain, our analysis shows that the experimental conditions under which it is possible to measure the diffusive dynamics are easier to achieve at higher q values (with X-rays).