Depletion spectra of the nu(1) and nu(3) ro-vibrational bands of water molecules embedded in He droplets have been studied in the range of nu = 3600-3900 cm(-1). The effective rotational constant of water in helium (B-He + C-He)/2 was found to be about 3% smaller than that of free H2O. Vibrational relaxation time of the nu(3) state in He was estimated from the laser power saturation dependence of the depletion signal to be about or longer than 7 x 10(-9) s. Rotational relaxation time of different levels in the nu(1) and nu(3) states was estimated from the line widths to be about 2 x 10(-12) s. Fast rotational relaxation was ascribed to the creation of short wavelength roton collective excitations in the He droplets. (c) 2006 Elsevier B.V. All rights reserved.