PROBLEM TO BE SOLVED: To provide COhydrate containing a substance other than carbon dioxide as a guest substance, and a method of producing the same.SOLUTION: Crushed ice 1 and hydrocarbon 2 which is liquid at normal temperature are sealed within a pressure-resistant container 10 (S1), and the gas within the pressure-resistant container is displaced with carbon dioxide 3 (S2). The interior of the pressure-resistant container is pressurized with carbon dioxide to the pressure under which COhydrate 4 is not formed (S3), and is cooled to the temperature at which COhydrate 4 is formed while agitating the ice and hydrocarbon. The COhydrate 4 contains carbon dioxide and hydrocarbon 2 (ethanol, and 2-propanol) which is liquid at normal temperature within a cage structure created with water molecules by hydrogen bonding.