The state of water and the processes of water adsorption in poly (ethylene glycol) dimethyl ether (PEG-DME) films were studied by FT-IR. From the assignment and time evolution of the components of the O-H stretching band, the water adsorption and penetration into the films are considered to proceed as follows. At the polymer surface, (1) a monomeric water adsorbs onto the polymer, and (2) the formation of dimer or trimer is completed after the adsorption in the polymer matrix is equilibrated. In the polymer matrix, (1) a water molecule penetrates to bind to the oxygen atoms of PEG-DME with one of its hydrogen (H) atoms (binding water), (2) the water binding to the oxygen atoms of PEG-DME molecules with both of its H atoms (bridging water) is formed from the binding water, (3) the amount of monomeric species saturates after the bridging water is equilibrated, and (4) the dimer or trimer is formed by the aggregation of monomer.