Context. Recent observations of protoplanetary disks suggest that they are depleted in gas-phase CO up to a factor of 100 with respect to predictions from physical-chemical (or thermo-chemical) models. It has been posed that gas-phase CO is chemically consumed and converted into less volatile species through gas-grain processes. Observations of interstellar ices reveal a CO2 component in a polar (H2O) ice matrix, suggesting potential co-formation or co-evolution. Aims. The aim of this work is to experimentally verify the interaction of gas-phase CO with solid-state OH radicals on the surface of water ice above the sublimation temperature of CO. Methods. Amorphous solid water (ASW) is deposited in an ultra-high vacuum (UHV) setup at 15 K and irradiated with vacuum-UV (VUV) photons (140-170 nm, produced with a microwave-discharge hydrogen-flow lamp) to dissociate H2O and create OH radicals. Gas-phase CO is simultaneously admitted and only adsorbs with a short residence time on the ASW. Formed products in the solid state are studied in the infrared through Fourier transform infrared spectroscopy and once released into the gas phase with quadrupole mass spectrometry. Results. Our experiments show that gas-phase CO is converted into CO2 when interacting with ASW that is VUV irradiated with a conversion efficiency of 7-27%. Between 40 and 90 K, CO2 production is constant, above 90 K, CO2 production is reduced in favor of O2 production. In the temperature range of 40-60 K, the CO2 remains in the solid state, while at temperatures 70 K the majority of the formed CO2 is immediately released into the gas phase. Conclusions. We conclude that gas-phase CO reacts with OH radicals, created on the surface of ASW with VUV irradiation, above its canonical sublimation temperature. The diffusion during the short, but nonzero, residence times of CO on the surface of ASW suggests that a Langmuir-Hinshelwood type reaction is involved. This gas-phase CO and solid-state OH radical interaction could explain (part of) the observed presence of CO2 embedded in water-rich ices when it occurs during the build up of the H2O ice mantle. It may also contribute to the observed lack of gas-phase CO in planet-forming disks, as previously suggested. It should be noted though that our experiments indicate a lower water ice dissociation efficiency than originally adopted in model descriptions of planet-forming disks and molecular clouds. Incorporation of the reduced water ice dissociation and increased binding energy of CO on a water ice surfaces in physical-chemical models would allow investigation of this gas-grain interaction to its full extend.