We report on an in situ surface X-ray diffraction study of the underpotential deposition (UPD) of mercury on Au(lll). We have observed three UPD phases present at potentials prior to bulk mercury deposition. These phases consist of two well-ordered intermediate states and what appears to be either a fully discharged two-dimensional liquid Hg layer or a monolayer of an amorphous Hg-Au alloy. Both ordered intermediate phases have hexagonal structures with lattice vectors that are rotated 30 degrees from those of the Au(lll) substrate. The first phase (phase I), present at a potential of +0.68 V, was only observed on fresh flame-annealed Au(lll) electrodes and appears to be an open incommensurate structure with a lattice constant of 3.86+/-0.03 Angstrom. This phase appears to be metastable since it changes to a second ordered phase (phase II) after a certain time at +0.68 V or after the potential is moved to more negative values (+0.63 V). The second phase has a more compact lattice with a = 3.34+/-0.01 Angstrom and appears to be a commensurate 2 x 2 structure with 2/3 Of the Hg atoms at threefold hollow sites and 1/3 on atop sites. Similar to the first one, this phase is also metastable and can be transformed to a final, fully discharged, state of a two-dimensional liquid Hg layer or an amorphous Hg-Au alloy. The entire Hg UPD process, from Hg2+ to the fully discharged metallic Hg layer, agrees well with a multistep mechanism based on previous electrochemical kinetic studies on polycrystalline Au electrodes. Our results also show that the UPD of Hg on Au(lll) electrodes is quite different from that of other metals such as Cu, Ag, Tl, and Pb.