  I present an analysis of the XMM-Newton observations of four millisecond
pulsars, J0437-4715, J2124-3358, J1024-0719, and J0034-0534. The new data
provide strong evidence of thermal emission in the X-ray flux detected from the
first three objects. This thermal component is best interpreted as radiation
from pulsar polar caps covered with a nonmagnetic hydrogen atmosphere. A
nonthermal power-law component, dominating at energies E>3 keV, can also be
present in the detected X-ray emission. For PSR J0437-4715, the timing analysis
reveals that the shape and pulsed fraction of the pulsar light curves are
energy dependent. This, together with the results obtained from the
phase-resolved spectroscopy, supports the two-component (thermal plus
nonthermal) interpretation of the pulsar's X-ray radiation. Highly significant
pulsations have been found in the X-ray flux of PSRs J2124-3358 and J1024-0719.
For PSR J0034-0534, a possible X-ray counterpart of the radio pulsar has been
suggested. The inferred properties of the detected thermal emission are
compared with predictions of radio pulsar models.
