An X-ray reflectivity theory on the determination of the density profile of a molecular liquid under nanometre confinement is presented. The confinement geometry acts like an X-ray interferometer, which consists of two opposing atomically flat single-crystal mica membranes with an intervening thin liquid film of variable thickness. The X-rays reflected from the parallel crystal planes (of known structure) and the layered liquid in between them (of unknown structure) interfere with one another, making X-ray reflectivity highly sensitive to the liquid's density profile along the confinement direction. An expression for the reflected intensity as a function of momentum transfer is given. The total structure factor intensity for the liquid-filled confinement device is derived as a sum of contributions from the inner and outer crystal terminations. The method presented readily distinguishes the confined liquid from the liquid adsorbed on the outer mica surfaces. It is illustrated for the molecular liquid tetrakis(trimethyl)siloxysilane, confined by two mica surfaces at a distance of 8.6 nm.