The rotational spectrum of methylene iodide was assigned by combining information from broadband mm wave spectra of low-J transitions recorded with a supersonic-jet spectrometer and of high-J transitions measured for a room temperature sample. In the first step, the analysis of central frequencies of hyperfine multiplets for rotational transitions with J" up to 189 resulted in constants of the rotational Hamiltonian H-R, in which the fitted quartic centrifugal distortion constants were consistent with predictions made from ab initio calculations. The knowledge of H-R allowed accurate prediction and assignment of the hyperfine structure due to the two iodine nuclei, which was made on the basis of well isolated splitting patterns observed in the jet and the effects of nuclear spin statistics visible therein. The final rotational constants are A=22 034.437(2), B=620.584(2), C=605.798(2) MHz and the hyperfine coupling constants are chi(aa)=-1180.9(1), chi(bb)-chi(cc) = -892.42(5), chi(ab)=1358.9(5) MHz, and chi(zz)=-2030.1(5), chi(xx)=993.4(10), chi(yy)=1036.7(1) MHz. The angle theta(za) between the inertial a axis and the principal quadrupole axis z Is 32.00(1)degrees and is consistent with angle(CI . a)=33.0(2)degrees from the fitted structure. The structural parameters of the halogen in CH2I2 are r(CI)=2.134(2)Angstrom and angle(ICI)=114.0(3)degrees and compare well with extrapolation from the remaining methylene halides.