Abstract: The hygroscopicity and thermodynamic properties of Pinus sylvestris L. wood from a coffin allegedly holding the remains of famous Spanish author Miguel de Cervantes Saavedra (1547–1616) were studied using the 15 °C and 35 °C isotherms fitted to the Guggenheim–Anderson–de Boer model and comparing them with the isotherms of recently felled wood of the same species. In addition, using infrared spectroscopy (FTIR-ATR) and X-ray diffractograms, the functional groups were determined and the crystallinity and organization of the cell wall components were analyzed. The absence of the 1740 cm−1 group indicates hemicellulose degradation in the archaeological wood, and the X-ray diffractograms show a considerable decrease in cellulose crystallinity and disorganization of the cellulose crystallites. The greater availability of active –OH groups means that the archaeological wood isotherms are above the juvenile and mature wood isotherms, and therefore the thermodynamic balance in the sorption of the archaeological wood is greater.