Indeed, it might have seemed as heretical as the idea of a diesel Maserati - or a Maserati SUV. But the first is available in the Quattroporte and Ghibli, and the second is available in the guise of the new Levante. Which is diesel-driven, too.
We're also now used to the notion of unlikely manufacturers proffering SUVs, with one of the latest to hit our shores being the Bentley Bentayga W12. Yours for just on four bar.
As for the Jaguar, it's good. Very, very good.
I've just spent a week with the 2.0d R-Sport. This is one up from base in the 10-model range, and uses the entry-level two-litre turbodiesel.
It's good for 132kW and 430Nm from 1,750rpm to 2,500rpm. And while there's much more performance to be had from more expensive models using the three-litre V6 turbodiesel, and the supercharged V6 three-litre petrol models, with the last available in 250kW and 280kW guises, the 2.0d R-Sport has an elegant sufficiency of urge. Not blinding, you understand, but sufficient.
Top speed is cited as 208km/h (and the last time I looked the speed limit was 120km/h), with the zero-to-100km/h run coming up in 8.7 seconds. Power is to all four wheels via an especially slick eight-speed automatic, while combined fuel consumption is a claimed 5.3 litres per 100km.
This machine is also especially attractive, and its feline roots are unmistakable.
"By remaining absolutely true to our design principles the all-new F-Pace is immediately recognisable as a Jaguar," says Ian Callum, Director of Design, Jaguar. "It offers all of the interior space you would expect - and more - but because of our disciplined approach to surfaces, proportions, and purity of line, we have designed what I consider to be the most balanced, most attractive vehicle in its class"
Ian might have a point there - although, of course, "most attractive" is subjective, isn't it?
Its aluminium-intensive architecture also means a weight of just 1,775kg in 2.0d guise. So it's agile and light on its feet, leaving you with the distinct impression that it could handle far more than the horses it makes. And tech abounds, from the handcrafted, outstandingly finished interior replete with cutting-edge features to technologies such as Torque Vectoring, Adaptive Dynamics and Configurable Dynamics.
All of which I'll have to explain some other time, because what's really interesting is the competition this cat faces. As tested here it costs just over R871,000. The range, meanwhile, starts at R778,966 and runs right up to R1,331,146 for the 3.5t First Edition.
So...even in baseline guise vehicles such as the Mercedes GLC undercut it by quite a bit. Move higher up the F-Pace range, and it starts nudging on the territory of its stablemate the Range Rover Sport. Another brilliant machine, and one that has the added advantage of true off-road ability. More competition in the Jaguar Land Rover stable, meanwhile, comes from the smaller Range Rover Evoque.
But - and this is a big but - Jaguar adherents and loyalists who want an SUV, and a SUV that's brimming with tech and style and whose nature tends towards the sporting won't be disappointed by the F-Pace.
More than that they'll be elated by it, and justly so, with one nice little touch being the fact that all F-Paces sold in South Africa are equipped with a full-size spare wheel. Something that's becoming a rarity these days.