Whether water is produced by solar wind (SW) radiolysis has been debated for more than four decades. In this paper, we exploit the high spatial resolution of electron microscopy and sensitivity of valence electron energy-loss spectroscopy to detect water (liquid or vapor) in vesicles within (SW-produced) space-weathered rims on interplanetary dust particle (IDP) surfaces. Water in the rims has implications for the origin of water on airless bodies like the Moon and asteroids, the delivery of water to the surfaces of terrestrial planets, and the production of water in other astrophysical environments. In particular, water and organic carbon were likely delivered simultaneously by the high flux of IDPs accreted by the early Earth and other terrestrial planets.