In moist air or by contact with water during washing, KOs2O6 absorbs water molecules into the structure to produce KOs2O6·nH2O, 0 < n < 0.1. This water is reversibly lost on heating above 430 K in flowing or static gas environments. Variable temperature powder neutron and X-ray diffraction show that an increase in lattice parameter occurs when water enters the pyrochlore structure and the water molecules are located in the α cages displacing a portion of the potassium ions to adjacent sites. On removing water the lattice parameter and structure revert to those of the normal β-pyrochlore crystallographic description. Hydration has the effect of reducing the onset of superconducting behavior from a critical temperature of 10.25 K in fully dry KOs2O6 to 9.75 K in KOs2O6·0.1H2O.