A method of diffusion coefficient (D) measurement for proteins based on the pulsed laser-induced transient grating method using a photosensitive cross-linker was applied to the characterization of the pH denaturation process of holo- and apo-myoglobin (Mb) from the viewpoint of protein-water interaction. It was found that the pH denaturation curve monitored by D agrees quite well with that determined by the circular dichroism intensity for holo- Mb. This fact indicates that the changes in intermolecular interaction and the alpha-helix content occur simultaneously during the unfolding process. However, the pH dependence of D for apo-Mb was different from that of alpha-helix content. This different behavior can be explained in terms of the different denaturation steps for the secondary structure and the hydrogen bonding network of the intermediate species around pH 4; i.e., this intermediate is partially unfolded, but the hydrogen bonding network is dominantly an intramolecular one. Taking previously reported properties of this species into account, we conclude that water molecules are trapped in the hydrophobic core of the apo-Mb pH 4 intermediate. This fact suggests that the kinetic intermediate state of the protein folding process is a swollen state without water molecular exchange with the bulk phase.