Essentially, the difficulty in dehydration technology of lignite depends on the energy state of water in lignite. The fundamental understanding of the water occurrence and energy state in lignite as well as its physical-chemical interaction with coal structure is helpful to the upgrading of lignite. In this paper, the water occurrence in lignite and the changes of oxygen-containing functional groups, pore structure, and water holding capacities at different drying temperatures were researched by DSC, NMR, FTIR and BET, respectively. The binding energies (calculated by DFT using model compounds) of different forms of water in lignite were also summarized. The relationships between energy state and occurrence mode of water in lignite as well as dehydration difficulty and structural changes during dewatering were clarified. The Results show that the energy state of water in lignite divided into three levels. The water in free and pore is in the lowest energy level. Its binding force with coal is pretty weak. So this type of water is easily vaporized and re-adsorbed. It is the main in removed moisture. Generally, the temperature removed free water mainly focused on below 100 degrees C, and the dehydration temperature of pore water mainly focused on 100-200 degrees C. The water bonded in hydrogen-bond and capillary confinement is in the middle energy level. The dehydration temperature mainly focused on 200-400 degrees C. The oxygen-containing functional groups of samples change a little and the re-adsorbed property improves a little after dehydrated. The water mainly produced by chemical reaction above 400 degrees C is in the highest energy level. Though this type of water does not belong to the natural occurrence of water in lignite, the re-adsorbed property improves much, and it plays the key role in stabilizing the dehydrated lignite interface.