SN 2015J was discovered on April 27th 2015 and is classified as a type IIn supernova. At first, it appeared to be an orphan SN candidate, i.e. without any clear identification of its host galaxy. Here, we present the analysis of the observations carried out {by the VLT 8-m class telescope with the FORS2 camera in the R band and the Magellan telescope (6.5 m) equipped with the IMACS Short-Camera (V and I filters) and the FourStar camera (Ks filter)}. We show that SN 2015J resides in what appears to be a very compact galaxy establishing a relation between the SN event and its natural host. We also present and discuss archival and new $X$-ray data centred on SN 2015J. At the time of the supernova explosion, Swift/XRT observations were made and a weak X-ray source was detected at the location of SN 2015J. Almost one year later, the same source was unambiguously identified during serendipitous observations by Swift/XRT and $XMM$-Newton, clearly showing an enhancement of the 0.3-10 keV band flux by a factor $simeq 30$ with respect to the initial state. Swift/XRT observations show that the source is still active in the $X$-rays at a level of $simeq 0.05$ counts s$^{-1}$. The unabsorbed X-ray luminosity derived from the {it XMM}-Newton slew and SWIFT observations, $L_{x}simeq 5times10^{41}$ erg s$^{-1}$, places SN 2015J among the brightest young supernovae in X-rays.