A novel noble-gas compound, HXeOXeH, is identified using IR spectroscopy, and it seems to be the smallest known neutral molecule with two noble-gas atoms. HXeOXeH is prepared using, for example, UV photolysis of water in solid xenon and subsequent annealing at 40-45 K. The experimental observations are fully supported by extensive quantum chemical calculations. A large energy release of 8.3 eV is computationally predicted for the decomposition of HXeOXeH into the 2Xe + H2O global energy minimum. HXeOXeH may represent a first step toward the possible preparation of (Xe-O)n chains and it may be relevant to the terrestrial "missing xenon" problem.