Hydration of hen egg white lysozyme was studied by using the method of sorption calorimetry at 25, 40, and 50 °C. Desorption calorimetric measurements were performed at 25 and 40 °C. The activity of water and partial molar enthalpy of mixing of water were determined as functions of water content. Hydration of lysozyme occurs in four steps:  slow penetration of water into the protein−protein interface; gradual glass transition, which occurs in every protein molecule independently of other molecules; further water uptake with disaggregation of protein aggregates and formation of a monolayer of water; and accumulation of free water. The amount of bound water found in desorption experiments is 420 water molecules per lysozyme molecule. Two hysteresis loops were found in the sorption isotherm of lysozyme. The small loop is caused by the slow penetration of water molecules into the protein−protein interface at very low water contents, while the large loop is due to the slow kinetics of aggregation of protein molecules upon desorption. The phase diagram of the lysozyme−water system is presented.