  We investigate the thermal emission and extinction from dust associated with
the nearby superluminous supernova (SLSN) 2018bsz. Our dataset has daily
cadence and simultaneous optical and near-infrared coverage up to ~ 100 days,
together with late time (+ 1.7 yr) MIR observations. At 230 days after light
curve peak the SN is not detected in the optical, but shows a surprisingly
strong near-infrared excess, with r - J > 3 mag and r - Ks > 5 mag. The time
evolution of the infrared light curve enables us to investigate if the
mid-infrared emission is from newly formed dust inside the SN ejecta, from a
pre-existing circumstellar envelope, or interstellar material heated by the
radiation from the SN. We find the latter two scenarios can be ruled out, and a
scenario where new dust is forming in the SN ejecta at epochs > 200 days can
self-consistently reproduce the evolution of the SN flux. We can fit the
spectral energy distribution well at +230 d with 5 x 10^-4 solar mass of carbon
dust, increasing over the following several hundred days to 10^-2 solar mass by
+535 d. SN 2018bsz is the first SLSN showing evidence for dust formation within
the SN ejecta, and appears to form ten times more dust than normal
core-collapse SNe at similar epochs. Together with their preference for low
mass, low metallicity host galaxies, we suggest that SLSNe may be a significant
contributor to dust formation in the early Universe.
