In the 1960's a Professor called Neil Bartlett in the University of California Berkeley found that it is indeed possible to combine Xe with other elements. The first compound which he made was XePtF₆ (xenon hexafluoroplatinate), which is rather complicated, but later, people have made simpler compounds like XeF₆ (xenon hexafluoride).

The key idea is to combine Xe with a very ELECTRONEGATIVE element or species, that really like to grab electrons from other atoms. F (fluorine) is very electronegative. It also forms compounds with Kr (krypton) but these are less stable and more difficult to make.