The impact of ram pressure stripping (RPS) on galaxy evolution has been studied for over forty years. Recent multi-wavelength data have revealed many examples of galaxies undergoing RPS, often accompanied with multi-phase tails. As energy transfer in the multi-phase medium is an outstanding question in astrophysics, RPS galaxies are great objects to study. Despite the recent burst of observational evidence, the relationship between gas in different phases in the RPS tails is poorly known. Here we report, for the first time, a strong linear correlation between the X-ray surface brightness (SB$_{rm X}$) and the H$alpha$ surface brightness (SB$_{rm Halpha}$) of the diffuse gas in the RPS tails at $sim$ 10 kpc scales, as SB$_{rm X}$/SB$_{rm Halpha} sim$ 3.6. This discovery supports the mixing of the stripped interstellar medium (ISM) with the hot intracluster medium (ICM) as the origin of the multi-phase RPS tails. The established relation in stripped tails, also in comparison with the likely similar correlation in similar environments like X-ray cool cores and galactic winds, provides an important test for models of energy transfer in the multi-phase gas. It also indicates the importance of the H$alpha$ data for our understanding of the ICM clumping and turbulence.