The states of water sorbed on Merino wool fibers, their histological components, and chemically modified wool fibers were investigated by differential scanning calorimetry (DSC) in order to elucidate the amount of bound water on wool fibers, the differences between the histological components of wool fibers, and the effect of polar states of water sorbed on cotton and silk were also examined. There may exist three different kinds of water sorbed on wool fibers, i.e., free water, freezing bound water, and nonfreezing bound water. The amount of bound water on wool fibers is larger than that on cotton yarn and silk. The amount of bound water on cortical cells is about two times higher than that on cuticular cells. The amount of bound water on nonkeratinous cell components is about three times higher than that on keratinous cell components. The cell membrane complex plays an important role in water penetrating to wool fibers, but its contribution to the amount of bound water is negligible. The contribution of polar groups is not specific at high water contents, indicating that the peptide groups of the main chain play a significant role as water binding sites at high water contents.