Context. Clathrate hydrates could provide a sink for highly volatile molecules, thus modifying the release and chemical cycling time scales for gases in icy bodies in the solar system (planets, satellites, comets), as well as for interstellar ice mantles. Aims. By providing an infrared spectroscopic identification for the carbon dioxide clathrate hydrate, CO2 being an important constituent of ices in interstellar (ISM) and planetary media, we examine its astrophysical presence or absence. Methods. A carbon dioxide clathrate crystal is produced in an infrared transmitting moderate pressure closed cell. Using FTIR spectroscopy, the stretching modes ( $\rm\nu_3^{12}CO_2$, $\rm ^{13}CO_2$, $\rm ^{18}OCO$) and accidental resonances combinations ( $\rm ^{12}CO_2$, $\rm ^{13}CO_2$ , $\rm ^{18}OCO$ $\rm\nu_1+\nu_3$ Fermi resonance dyad and $\rm 2\nu_1+\nu_3$ Fermi resonance triad) falling in the 5100–2200 cm-1 (1.96–4.43 $\mu$m) range, and their temperature behaviour from 150 K down to 5.6 K are investigated. Results. Combination modes clearly show the two distinct cages expected for type I carbon dioxide clathrate hydrate, and we identify them. The forbidden antisymmetric stretching-mode overtone ($2\nu_3$), activated in the carbon dioxide simple hydrate, is absent in the clathrate hydrate. Combining these distinct spectroscopic profiles will provide a constraint to determine the importance of carbon dioxide clathrate hydrates observationally. Conclusions. We spectroscopically identify the carbon dioxide clathrate hydrate. A direct detection via (near-)infrared probes or telescopic observations is needed to understand whether clathrate formation is ubiquitous, given the widespread occurrence of carbon dioxide and water ice in astrophysics, or whether it is present only very locally in a few objects.