We present a new determination of the concentration-mass relation for galaxy clusters based on our comprehensive lensing analysis of 19 X-ray selected galaxy clusters from the Cluster Lensing and Supernova Survey with Hubble (CLASH). Our sample spans a redshift range between 0.19 and 0.89. We combine weak lensing constraints from the Hubble Space Telescope (HST) and from ground-based wide field data with strong lensing constraints from HST. The result are reconstructions of the surface-mass density for all CLASH clusters on multi-scale grids. Our derivation of NFW parameters yields virial masses between 0.53 x 10^15 and 1.76 x 10^15 M_sol/h and the halo concentrations are distributed around c_200c ~ 3.7 with a 1-sigma significant negative trend with cluster mass. We find an excellent 4% agreement between our measured concentrations and the expectation from numerical simulations after accounting for the CLASH selection function based on X-ray morphology. The simulations are analyzed in 2D to account for possible biases in the lensing reconstructions due to projection effects. The theoretical concentration-mass (c-M) relation from our X-ray selected set of simulated clusters and the c-M relation derived directly from the CLASH data agree at the 90% confidence level.