In terms of the functionalities of polysaccharides, water molecules play a crucial role. Two kinds of bound water, freezing bound water and non-freezing water have been classified based on the phase transition of water restrained by hydrophilic polymers. In this study, conversion of bound water accompanied with the structural change of two kinds of water insoluble polysaccharides, cellulose and curdlan, is investigated. It was found that bound water is involved in reversible and irreversible structural change of both cellulose and curdlan. Bound water contributes to the reversible structural change of natural cellulose, whose mechanical properties increase in the presence of water. In water-induced crystallization of amorphous cellulose, bound water is excluded from molecular chains and the crystalline region is irreversibly established. Transformation of freezing bound water to non-freezing water was observed when gelation mechanism of curdlan is changed from reversible to irreversible state. Quantification of bound water involved in the above process is described based on the melting enthalpy of ice restrained by cellulose and curdlan.