The virtually identical oxygen isotope compositions of the Earth and Moon revealed by Apollo return samples have been a challenging constraint for lunar formation models. For a giant impact scenario to explain this observation, either the precursors to the Earth and Moon had identical oxygen isotope values or extensive homogenization of the two bodies occurred following the impact event. Here we present high-precision oxygen isotope analyses of a range of lunar lithologies and show that the Earth and Moon in fact have distinctly different oxygen isotope compositions. Oxygen isotope values of lunar samples correlate with lithology, and we propose that the differences can be explained by mixing between isotopically light vapour, generated by the impact, and the outermost portion of the early lunar magma ocean. Our data suggest that samples derived from the deep lunar mantle, which are isotopically heavy compared to Earth, have isotopic compositions that are most representative of the proto-lunar impactor ‘Theia’. Our findings imply that the distinct oxygen isotope compositions of Theia and Earth were not completely homogenized by the Moon-forming impact, thus providing quantitative evidence that Theia could have formed farther from the Sun than did Earth.