A superconducting linear accelerator operating in continuous-wave mode could produce X-ray free electron lasers (XFEL) at megahertz repetition rate, with the capability that delivering wide spectral range coherent radiation to multi end stations. In this Letter, the energy recovery Linac (ERL) mode is proposed to flexibly control the electron beam energy for a continuous-wave superconducting Linac. Theoretical investigations and multi-dimensional numerical simulations are applied to the Linac case of Shanghai high-repetition-rate XFEL and extreme light facility. The results show that, with ERL operation in the last 25 cryo-modules, the strict requirements on RF power system could be significantly relaxed. And if one exhaust the RF power, the maximum electron beam energy can be enhanced from 8.74 GeV to 11.41GeV in ERL mode. The optimization of the ERL operation, the multi-energy electron beam transport and the XFEL performance improvements are presented.