FeSe-derived superconductors show some unique behaviors relative to iron-pnictide superconductors, which are very helpful to understand the mechanism of superconductivity in high-Tc iron-based superconductors. The low-energy electronic structure of the heavily electron-doped AxFe2Se2 (A=K, Rb, Cs) demonstrates that interband scattering or Fermi surface nesting is not a necessary ingredient for the unconventional superconductivity in iron-based superconductors. The superconducting transition temperature (Tc) in the one-unit-cell FeSe on SrTiO3 substrate can reach as high as ~65 K, largely transcending the bulk Tc of all known iron-based superconductors. However, in the case of AxFe2Se2, the inter-grown antiferromagnetic insulating phase makes it difficult to study the underlying physics. Superconductors of alkali metal ions and NH3 molecules or organic-molecules intercalated FeSe and single layer or thin film FeSe on SrTiO3 substrate are extremely air-sensitive, which prevents the further investigation of their physical properties. Therefore, it is urgent to find a stable and accessible FeSe-derived superconductor for physical property measurements so as to study the underlying mechanism of superconductivity. Here, we report the air-stable superconductor (Li0.8Fe0.2)OHFeSe with high temperature superconductivity at ~40 K synthesized by a novel hydrothermal method. The crystal structure is unambiguously determined by the combination of X-ray and neutron powder diffraction and nuclear magnetic resonance. It is also found that an antiferromagnetic order coexists with superconductivity in such new FeSe-derived superconductor. This novel synthetic route opens a new avenue for exploring other superconductors in the related systems. The combination of different structure characterization techniques helps to complementarily determine and understand the details of the complicated structures.