Using high-quality spectra of the twin stars in the XO-2 binary system, we have detected significant differences in the chemical composition of their photospheres. The differences correlate strongly with the elements dust condensation temperature. In XO-2N, volatiles are enhanced by about 0.015 dex and refractories are overabundant by up to 0.090 dex. On average, our error bar in relative abundance is 0.012 dex. We present an early metal-depletion scenario in which the formation of the gas giant planets known to exist around these stars is responsible for a 0.015 dex offset in the abundances of all elements while 20 M_Earth of non-detected rocky objects that formed around XO-2S explain the additional refractory-element difference. An alternative explanation involves the late accretion of at least 20 M_Earth of planet-like material by XO-2N, allegedly as a result of the migration of the hot Jupiter detected around that star. Dust cleansing by a nearby hot star as well as age or Galactic birthplace effects can be ruled out as valid explanations for this phenomenon.
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