The following should work:
Let $X=c_0$ and $f=\tfrac{1}{2}\|\cdot\|^2$ on $c_0$.
Then $f^*$ looks likewise, but uses the norm on $c_0^*=\ell_1$.
Now take a sequence in $\ell_1$ such as $x^* =(1/2^n)_{n\geq 1}$.
Then $\partial f^*(x^*)=\\{(1,1,\ldots)_{n\geq 1}\\}$
but $(\partial f)^{-1}=\varnothing$ (because $(1,1,\ldots)\
otin c_0$).