Novel hygroscopic carboxymethyl cellulose (CMC) graft copolymer adsorbents (CMC-g-AA and CMC-g-AM) were synthesized by solution polymerization, using CMC as a raw material and acrylic acid (AA) or acrylamide (AM) as a modifying monomer. The influence of synthetic conditions, including the mass ratio of monomer and CMC, degree of neutralization, polymerization temperature, and time on the adsorption performance of the CMC graft copolymer adsorbents were discussed. Based on the optimized conditions, the CMC graft copolymer/silica gel composite adsorbents (CMC-gAA/B, or CMC-g-AM/B) were obtained by impregnating silica gel type B (B) into copolymer solutions. The compositions, structures, and pore size distributions of the composite adsorbents were characterized using Fourier transform infrared spectroscopy (FTIR) and porosity analysis, while their adsorption/desorption performances, and thermal stabilities were also tested by static and dynamic adsorption, thermogravimetry (TG), and temperature programmed desorption (TPD). Cycle stability was also taken into consideration. The results showed that, the copolymer/silica gel composite adsorbents had excellent adsorption performances compared to silica gel, while their desorption activation energies were slightly increased. This was attributed to the enhanced interaction between the CMC graft copolymers and water molecules. TG analysis and the adsorption/desorption cycles suggested that the composite adsorbents had excellent thermal and cycle stabilities for water vapor adsorption.