One of the challenge of future muon colliders is the production of muon beams carrying high phase space densities. In particular the muon beam normalised transverse emittance is a relevant figure of merit to meet luminosity requests. A typical issue impacting the achieved transverse emittance in muon collider schemes so far considered is the phase space dilution caused by coulomb interaction of primary particles propagating into the target where muons are generated. In this study we present a new scheme for muon beam generation occurring in vacuum by interactions of electron and photon beams. Setting the center of mass energy at about twice the threshold (i.e. around $350$ MeV) the normalised emittance of the muon beam generated via muon pair production reaction ($e^-+gamma rightarrow e^-+mu^+/mu^-$) is largely independent on the emittance of the colliding electron beam and is set basically by the excess of transverse momentum in the muon pair creation. In absence of any other mechanism for emittance dilution, the resulting muon beam, with energy in the range of few tens of GeV, is characterised by an ultra-low normalised transverse rms emittance of a few nm rad, corresponding to a geometrical emittance below $10$ pm rad. This opens the way to a new muon collider paradigm based on muon sources conceived with primary colliding beams delivered by $100$ GeV-class energy recovery linacs interacting with hard-X ray free electron lasers. The challenge is to achieve the requested luminosity of the muon collider adopting a strategy of low muon fluxes/currents combined to ultra-low emittances, so to largely reduce also the levels of muon beam-induced background.