Using an ab initio strategy accounting for the basis set superposition error and electron-correlation effects, we have investigated the stepwise hydration of the proline cation. Structures with 0-3 surrounding water molecules have been obtained, and major differences with respect to protonated glycine are highlighted. Several structures with similar energies actually coexist at each step, and we give indications that should help removing experimental doubts. The theoretical enthalpies and entropies meet the experimental observations, though the computed entropic changes when adding the third water molecule are overestimated.