The first measurement of the cross section for coherent J/ψ photoproduction as a function of |t|, the square of the momentum transferred between the incoming and outgoing target nucleus, is presented. The data were measured with the ALICE detector in ultra-peripheral Pb–Pb collisions at a centre-of-mass energy per nucleon pair s_NN=5.02TeV with the J/ψ produced in the central rapidity region |y|<0.8, which corresponds to the small Bjorken-x range (0.3−1.4)×10⁻³. The measured |t|-dependence is not described by computations based only on the Pb nuclear form factor, while the photonuclear cross section is better reproduced by models including shadowing according to the leading-twist approximation, or gluon-saturation effects from the impact-parameter dependent Balitsky–Kovchegov equation. These new results are therefore a valid tool to constrain the relevant model parameters and to investigate the transverse gluonic structure at very low Bjorken-x.