Despite the show's ratings being down significantly this year - with Sunday's final being the lowest rated since 2006 - a whopping 187,000 downloads of the song were bought on its first day of sale.
This is 40,000 more than the previous title holder, Alexandra Burke's Hallelujah - which shifted 147,000 copies over the same period in 2008.
The figure also smashes last year's winners Little Mix, whose debut 'Cannonball' had a first-day number of only 69,000.
Sales of James' single - which will benefit children's charity Together For Short Lives - will recieve a further boost tomorrow when CD singles are released in stores tomorrow.
Martin Talbot, managing director of the Official Charts Company, said: "There has been a lot said about X Factor’s popularity this year and questions have been raised that perhaps its momentum is beginning to wane.
"But this amazing opening performance by James Arthur suggests that it remains the pre-eminent launch pad for new artists."
Impossible was previously a number nine hit for Shontelle in 2010.