Airy integrals are very classical but in recent years they have been generalized to higher dimensions and these generalizations have proved to be very useful in studying the topology of the moduli spaces of curves. We study a natural generalization of these integrals when the ground field is a non-archimedean local field such as the field of p-adic numbers. We prove that the p-adic Airy integrals are locally constant functions of moderate growth and present evidence that the Airy integrals associated with compact p-adic Lie groups also have these properties.