The structure of the carbon dioxide-water interface was analyzed by X-ray diffraction and reflectivity at temperature and pressure conditions which allow the formation of gas hydrate. The water-gaseous CO2 and the water-liquid CO2 interface were examined. The two interfaces show a very different behavior with respect to the formation of gas hydrate. While the liquid-gas interface exhibits the formation of thin liquid CO2 layers on the water surface, the formation of small clusters of gas hydrate was observed at the liquid-liquid interface. The data obtained from both interfaces points to a gas hydrate formation process which may be explained by the so-called local structuring hypothesis.