I-131 is fission product of U-235, with a lot of other fission products. The fission cross-section is highest for thermal neutrons, ~0.0253 eV.
I-131 is also a decay product of Te-131, which is also a fission product of U-235, as well as a decay product of Sb-131, another fission product. Te-131 can be formed by neutron capture by Te-130, but that has very low probability.
Neutron capture by Te-130 would probably be the best way to make I-131.