We have demonstrated the solid-state formation of a uranyl peroxide (UP) species from hydrated uranyl fluoride via a uranyl hydroxide intermediate, the first observation of a UP species formed in a solid-state reaction. Water vapor pressure is shown to be a driving factor of both the loss of fluorine and the subsequent formation of peroxo units. We have ruled out a photochemical mechanism for formation of the UP species by demonstrating that the same reaction occurs in the dark. A radiolytic mechanism is unlikely because of the low radioactivity of the sample material, suggesting the existence of a novel UP formation mechanism.