Clathrates are well-known compounds whose low thermal stability makes them extremely rare and appreciated. Although their formation mechanism is still surrounded by many uncertainties, these ice-like structures have the potential to be an alternative for transport and storage of different gases, especially methane. For the formation of methane clathrates extreme pressure conditions and a narrow temperature window are needed. Microporous materials have been proposed to provide nucleation sites that, theoretically, promote clathrate formation at milder conditions. While activated carbons and Metal-Organic Frameworks (MOFs) have already been studied, very little is known about the role of zeolites in this field. In this work, we study the formation of methane clathrates in the presence of RHO zeolite. Experimental results based on adsorption and operando synchrotron X-Ray diffraction demonstrate the formation of clathrates at the surface of the zeolite crystals and reveal mechanistic aspects of this formation at mild conditions.