We study vapour condensation of carbon dioxide and water at 77 K in a high-vacuum apparatus, transfer the sample to a piston-cylinder apparatus kept at 77 K and subsequently heat it at 20 MPa to 200 K. Samples are monitored by in situ volumetric experiments and after quench-recovery to 77 K and 1 bar by powder X-ray diffraction. At 77 K a heterogeneous mixture of amorphous solid water (ASW) and crystalline carbon dioxide is produced, both by co-deposition and sequential deposition of CO₂ and H₂O. This heterogeneous mixture transforms to a mixture of cubic structure I carbon dioxide clathrate and crystalline carbon dioxide in the temperature range 160–200 K at 20 MPa. However, no crystalline ice is detected. This is, to the best of our knowledge, the first report of CO₂ clathrate hydrate formation from co-deposits of ASW and CO₂. The presence of external CO₂ vapour pressure in the annealing stage is not necessary for clathrate formation. The solid–solid transformation is accompanied by a density increase. Desorption of crystalline CO₂ atop the ASW sample is inhibited by applying 20 MPa in a piston-cylinder apparatus, and ultimately the clathrate is stabilized inside layers of crystalline CO₂ rather than in cubic or hexagonal ice. The vapour pressure of carbon dioxide needed for clathrate hydrate formation is lower by a few orders of magnitude compared to other known routes of CO₂ clathrate formation. The route described here is, thus, of relevance for understanding formation of CO₂ clathrate hydrates in astrophysical environments.