Extreme ultraviolet and X-ray free-electron lasers (FELs) produce short-wavelength pulses with high intensity, ultrashort duration, well-defined polarization and transverse coherence, and have been utilized for many experiments previously possible only at long wavelengths: multiphoton ionization, pumping an atomic laser and four-wave mixing spectroscopy. However one important optical technique, coherent control, has not yet been demonstrated, because self-amplified spontaneous emission FELs have limited longitudinal coherence. Single-colour pulses from the FERMI seeded FEL are longitudinally coherent, and two-colour emission is predicted to be coherent. Here, we demonstrate the phase correlation of two colours, and manipulate it to control an experiment. Light of wavelengths 63.0 and 31.5 nm ionized neon, and we controlled the asymmetry of the photoelectron angular distribution by adjusting the phase, with a temporal resolution of 3 as. This opens the door to new short-wavelength coherent control experiments with ultrahigh time resolution and chemical sensitivity.