A novel polycapillary based confocal X-ray fluorescence (XRF) technique was applied for the first time at the ID18F beamline of the ESRF to obtain directly three-dimensional (3D) compositional information of an inclusion inside a natural diamond sample (KK200). Preliminary analysis of the results on the basis of the trace elements Sr, Y/Zr, and Th suggest three phases, two of which were identified by earlier micro-Raman spectroscopy as larnite (β-Ca₂SiO₄) and CaSiO₃-walstromite, two minerals with significantly different Ca content. In order to support this multiphase model for the investigated inclusion the data set was analysed combining the conventional multivariate method of PCA and K-means clustering procedure after application of instrument specific routines such as spectral evaluation and normalization. Through the knowledge of the full spatial 3D structure of the different phases, it was possible to correct for absorption of the fluorescent radiation in the different phases of the inclusion and the surrounding diamond.