Clathrate hydrates, crystalline ices with voids suitable for guest molecules, occur naturally on earth with hydrocarbons, CO2, O-2, N-2, and H2S as guests and have been proposed to occur in extraterrestrial environments as well. Here we report a clathrate hydrate of formaldehyde prepared by vapor deposition of water vapor and formaldehyde generated by thermolysis of a polymeric poly(oxymethylene) precursor. Since formaldehyde is one of the more abundant interstellar gases and poly(oxymethylene) was the first extraterrestrial polymer identified, it is likely that formaldehyde hydrate exists in icy extraterrestrial environments. This hydrate cannot be expected to occur under ambient conditions on earth, as aqueous formaldehyde tends to hydrolyze to form a geminal diol.