A large fraction of baryons has not been detected in the low redshift Universe, which probabily exists in the form of intergalactic gas. Heavy element ions in such a gas would absorb soft X-ray, so one way to detect this gas is to look for absorption features in X-ray spectrum of quasars, in analogy to the Lyman alpha forest observed in optical wavelength. I will discuss the feasibility of observation of the X-ray forest with the Chandra and XMM-Newton X-ray telescope, as well as properties of the X-ray forest, based on the result of a hydrodynamic simulation of the intergalactic gas.