Significance Observational evidence collected over the past two decades supports the existence of water on the Moon. However, the sources and chemical and/or physical processes responsible for the production of the lunar water are still unknown. Here, we provide evidence via laboratory simulation experiments that water can be generated and liberated through thermal shocks induced by micrometeorite impacts on solar-wind proton-implanted anhydrous silicates. Our findings are of fundamental importance for explaining the origin of water on the Moon as well as on other airless bodies such as Ceres and for untangling the present distribution of water in our solar system.