The interactions of iodine and caesium in UO₂ have been investigated. For this purpose, implanted UO₂ samples were thermally treated (4h at 900°C or 1h at 1200°C) under controlled atmosphere (0.03% H₂O/H₂) and then characterized by several experimental techniques for their structural and chemical studies. Thermodynamic calculations were also performed in order to optimize heat treatment conditions before performing tests, and to help in the interpretation of results afterwards. The sample characterizations after thermal treatments reveal the presence of bubbles and precipitates (mean diameter around 10 - 20 nm) and have allowed to clearly identify the presence of CsI in these bubbles which is in agreement with the calculations. The chemical form of the observed precipitates is not well defined yet, due to the lack of experimental reference spectra, but they consist very likely of caesium uranates, as predicted by the thermodynamic calculations.