The distribution and diffusion of water molecules are playing important roles in determining self-assembly and transport properties of polymeric systems. Small-angle neutron scattering (SANS) experiments and molecular dynamics (MD) simulation have been applied to understand the distribution of water molecules and their dynamics in the lamellar membrane formed by Pluronic L62 block copolymers. Penetration of water molecules into the polyethylene oxide (PEO) layers of the membranes has been estimated using scattering length density (SLD) profiles obtained from SANS measurements, which agree well with the molecular distribution observed from MD simulations. The water diffusion coefficient at different regions of the lamellar membrane was further investigated using MD simulation. The diffusion characteristic shows a transition from normal to anomalous diffusion as the position of the water molecule changes from the bulk to PEO and to the polypropylene oxide (PPO) layer. We find that water molecules within the PEO or PPO layers follow subdiffusive dynamics, which can be interpreted by the model of fractional Brownian motion.