We derive an Itō-formula for the Dawson-Watanabe superprocess, a wellknown class of measure-valued processes, extending the classical Itō-formula with respect to two aspects. Firstly, we extend the state-space of the underlying process (X(t)) t∈[0,T ] to an infinite-dimensional one -the space of finite measure. Secondly, we extend the formula to functions F (t, Xt) depending on the entire paths Xt = (X(s ∧ t)) s∈[0,T ] up to times t. This later extension is usually called functional Itō-formula. Finally we remark on the application to predictable representation for martingales associated with superprocesses.