Beyond our own planet, the combination of water-ice rich extraterrestrial bodies, appropriated temperatures and very low pressures suggests that clathrate hydrates may have taken part in the assemblage of the building blocks of many bodies that form now the solar system. Various volatiles could be involved in pure or mixed hydrate stable structures, formed from shallow depths to the deepest interiors of icy planetary bodies, or even possibly at the surface on condition that the protective atmosphere generates compatible pressure-temperature conditions (e.g., on Saturn’s largest moon Titan). The nature of the guest molecules in clathrate hydrates from cometary and planetary origin likely resemble those detected in comet tails and planetary outgassing plumes (such as Enceladus), respectively, or those that make up their icy bulk and that are detected by infrared spectroscopy. Comparison of clathrate hydrates predicted stability fields with the derived P-T conditions of astrophysical objects suggests that such structures could be present on comets and in the Martian permafrost. They may also exist mixed with water ice in the outer icy shell of Saturn’s icy moons (Europa, Enceladus, Titan), and/or within the high pressure ice layer of Jupiter’s moon (Callisto, Ganymede), and that of Titan. In addition, clathrate hydrates are expected to occur within the undifferentiated rock-ice mixture on Callisto, and on the dwarf planet Pluto. Besides, clathrate hydrates formation and subsequent gas trapping could explain the general enrichments in volatiles in both Jupiter and Saturn.