This study concerns with analysis of water inside a poly-p-phenylenebenzobisoxazole (PBO) fiber. It is important to analyze the state of water attached to polymer, because it may affect properties of fibers as the increase of drying speed of water from the fiber. To carry out such observation, differential scanning calorimetry and nuclear magnetic resonance spectroscopy were applied. They reveal the large freezing point depression and the state of water inside wet PBO fiber. It shows extraordinary low crystallization temperature. The reason may be that the water is packed into capillary voids whose diameter is around 2-3 nm. Proton NMR analysis also suggests the above result.