The closed-shell nature of Xe atoms precludes the formation of Xe-Xe bonds other than based on van der Waals interactions. Here, we present experimental evidence showing that the complexation of Xe atoms to a Au+ ion leads to stabilization of a Xe-Xe interaction going beyond purely dispersive. Infrared spectroscopy is used to identify the geometry of AuXe3+ as a linear structure in which two Xe atoms form a direct bond, instead of an expected geometry in which three Xe atoms coordinate directly with a central Au+ ion. Density functional theory and coupled-cluster calculations show that this bond possesses an enhanced orbital mixture, in comparison to that in the isolated Xe2 dimer. The calculations are validated by observed vibrational modes at 134 and 163 cm-1 for AuXe3+, and a AuXe2+-Xe bond energy of 0.04 ± 0.01 eV estimated from the temperature-dependent formation.