Solid colloidal ensembles inherently contain water adsorbed from the ambient moisture. This water, confined in the porous network formed by the building submicron spheres, greatly affects the ensemble properties. Inversely, one can benefit from such influence on collective features to explore the water behavior in such nanoconfinements. Recently, novel approaches have been developed to investigate in-depth where and how water is placed in the nanometric pores of self-assembled colloidal crystals. Here, we summarize these advances, along with new ones, that are linked to general interfacial water phenomena like adsorption, capillary forces, and flow. Water-dependent structural properties of the colloidal crystal give clues to the interplay between nanoconfined water and solid fine particles that determines the behavior of ensembles. We elaborate on how the knowledge gained on water in colloidal crystals provides new opportunities for multidisciplinary study of interfacial and nanoconfined liquids and their essential role in the physics of utmost important systems such as particulate media.