They used a new method of analysing elements in the lunar sand samples to show strong evidence of water, dating back 3 billion years.
Their study, published in the journal Nature, could support evidence that water persists in shadowed craters on the moon's surface - and that the water could be native to the moon and not carried there by comets.
Most scientists believe the moon was formed when a Mars-size body collided with the Earth 4.5 billion years ago.
Some of this would have eventually coalesced into the moon, but the heat of the impact would have vaporised light elements such as the hydrogen and oxygen needed to make water - theoretically, anyway.
Erik Hauri of the Carnegie Institution for Science in
"Then one day I said, 'Look, why don't we go and try it on the moon glass?'" Alberto Saal of
"It took us three years to convince NASA to fund us."
Professor Saal's team did not find water directly, but they did measure hydrogen, and it resembled the measurements they have done to detect hydrogen, and eventually water, in samples from Earth's mantle.