Stellar activity can be observed at different wavelengths in a variety of different activity indicators. We investigated the correlation between coronal and chromospheric emissions by combining X-ray data from stars detected in the eROSITA all-sky surveys (eRASS1 and eRASS:5) with CaII infrared triplet (IRT) activity indices as published in the third Gaia data release (Gaia DR3). We specifically studied 24300 and 43200 stellar sources with reliable CaII IRT measurement and X-ray detection in eRASS1 and eRASS:5, which is by far the largest stellar sample available so far. The largest detection fraction is obtained for highly active sources and stars of a late spectral type, while F-type and less active stars (as measured in the CaII IRT) remain mostly undetected in X-rays. Also, the correlation is the strongest for late-type sources, while F-type stars show a rather weak correlation between the X-ray to bolometric flux ratio and the CaII IRT activity index. The relation between the X-ray and CaII IRT surface fluxes changes with the fractional X-ray flux without showing two separated branches as described in previous studies. For fast rotators, both activity indicators saturate at a similar Rossby number and the X-ray to bolometric flux ratio decreases faster than the IRT index for slower rotating stars. As a consequence, the ratio between X-ray and IRT fluxes is constant in the saturation regime and decreases for slow rotators.