Scientists have been studying parts of a meteorite called the Sutter's Mill meteorite and found out that it contained water rich in carbon dioxide (CO2).
The water was in the rock as ice crystals which means the meteorite must have been formed far out in space where it is cold enough for CO2 to freeze, before it fell to Earth.
They are bits of rock from an asteroid that formed when the planets themselves were only just being born - it means they can provide unique information on where water and the building blocks of life were formed and what planets are made from.
Planetary scientist Akira Tsuchiyama, from Japan, has found evidence of water inside calcite - a colourless mineral - in the Sutter's Mill meteorite.
This method meant that none of the water trapped inside could leak out and be lost. They found lots of larger spaces where liquid used to be but had since evaporated.
But when they looked more closely they discovered tiny crystals of ice which melted at room temperature. Scientists had discovered space-made ice!