Saturn is almost entirely hydrogen and helium, but it does have trace amounts of other chemicals, including water. When we look at Saturn, we’re actually seeing the upper cloud tops of Saturn’s atmosphere. These are made of frozen crystals of ammonia.
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But beneath this upper cloud layer, astronomers think there’s a lower cloud deck made of ammonium hydrosulfide and water. There is water, but not very much.
Once you get away from Saturn itself, though, the nearby area has plenty of water. Saturn’s rings are almost entirely made of water ice, in chunks ranging in size from dust to house-sized boulders.
And all of Saturn’s moons have large quantities of water ice. For example, Saturn’s moon Enceladus is thought to have a mantle rich in water ice, surrounding a silicate core. Geysers of water vapor were detected by NASA’s Cassini spacecraft, spraying out of cracks at Enceladus’ southern pole.
If you want to look for water at Saturn, don’t look at the planet itself, but there’s water all around it.