It was discovered that if you send X-rays toward certain materials, the X-rays would lose energy after refraction. And that the steeper angle the incoming X-rays had, the more energy they would lose. This couldn’t be understood using a wave model of light.
It’s easy to see if we consider the X-rays to be made out of particles, and the X-ray particles hit the electrons in the material. Then we can treat the X-ray particles as ordinary balls; if you roll a ball directly toward another ball in a head-on collision, it will loose allot of the energy that you originally put into it when you gave it the push. Instead, if you roll the ball from a plane angle so it just brushes against the other ball it won’t loose that much energy at all.