Any water on the surface of Mercury would boil away quickly and escape into space because of Mercury’s low gravity, and the constantly blowing solar wind. But you might be surprised to know that astronomers have discovered water on Mercury. Not liquid water, but deposits of water ice at the planet’s poles. read more
Recent data show that water ice may exist in the bottoms of craters at Mercury's poles. Although Mercury is the closest planet to the Sun, and can be extremely hot over most of its surface, ice may exist at the bottoms of some polar craters because the crater floors are permanently shadowed by the crater rims. read more