2 October 2014 Last updated at 10:50 BST
Sounds crazy but scientists from the US space agency NASA have been studying satellite images and say they've spotted a huge rectangular feature buried beneath the surface.
The 2,500km-wide structure is thought to be the remains of ancient valleys that later became filled with lava from the moon's volcanoes.
Here's Jenny with the details.
An exciting new discovery's been made on the Moon.