Anhydrous solutions of hydrogen peroxide, containing about 3 to 60 percent by weight of H2O2 in a saturated nitrogen heterocyclic compound having 4 to 6 ring members and a carbonyl group adjacent to the nitrogen atom are obtained by adding the heterocyclic compound to an aqueous solution of hydrogen peroxide and removing the water, as by distillation. The heterocyclic compound is a lactam or N-acylated structure, N-methyl-pyrrolidone being preferred.