WR 125 is considered as a Colliding Wind Wolf-rayet Binary (CWWB), from which the most recent infrared flux increase was reported between 1990 and 1993. We observed the object four times from November 2016 to May 2017 with Swift and XMM-Newton, and carried out a precise X-ray spectral study for the first time... There were hardly any changes of the fluxes and spectral shapes for half a year, and the absorption-corrected luminosity was 3.0e+33 erg/s in the 0.5 - 10.0 keV range at a distance of 4.1 kpc. The hydrogen column density was higher than that expected from the interstellar absorption, thus the X-ray spectra were probably absorbed by the WR wind. The energy spectrum was successfully modeled by a collisional equilibrium plasma emission, where both the plasma and the absorbing wind have unusual elemental abundances particular to the WR stars. In 1981, the Einstein satellite clearly detected X-rays from WR 125, whereas the ROSAT satellite hardly detected X-rays in 1991, when the binary was probably around the periastron passage. We discuss possible causes for the unexpectedly low soft X-ray flux near the periastron. (read more)