The Solar Wind Ion Detectors (SWIDs) on the Chang'E-1 spacecraft, while orbiting the Moon, occasionally observed two continuous flux peaks with energies not exceeding 8 and 4 times that of the prevailing solar wind proton energy. These form parallel curves (PCs) with an energy ratio of 2 in the energy-time spectrogram. The fluxes of the two curves are comparable, around 10−5 ∼ 10− 4 of the solar wind flux. The pitch angle distribution of PC particles is concentrated around 90°. The velocity space distribution of PC particles shows distinct double-ring feature, suggesting the existence of a pickup ion species with m/q = 2. Pickup ions from local interstellar medium, the inner sources and the lunar exosphere are investigated. We conclude that this observation may be the first in situ evidence for H2+ ions in the lunar exosphere, thus providing new insights on the evolution and fate of solar wind hydrogen in the solar system.