Helium nanodroplet isolation and infrared laser spectroscopy are used to investigate the CH3 + O-2 reaction. Helium nanodroplets are doped with methyl radicals that are generated in an effusive pyrolysis source. Downstream from the introduction of CH3, the droplets are doped with O-2 from a gas pick-up cell. The CH3 + O-2 reaction therefore occurs between sequentially picked-up and presumably cold CH3 and O-2 reactants. The reaction is known to lead barrierlessly to the methyl peroxy radical, CH3OO. The similar to 30 kcal/mol bond energy is dissipated by helium atom evaporation, and the infrared spectrum in the CH stretch region reveals a large abundance of droplets containing the cold, helium solvated CH3OO radical. The CH3OO infrared spectrum is assigned on the basis of comparisons to high-level ab initio calculations and to the gas phase band origins and rotational constants.