Freezing and melting of H₂O and D₂O in the cylindrical pores of well-characterized MCM-41 silica materials (pore diameters from 2.5 to 4.4 nm) was studied by differential scanning calorimetry (DSC) and ¹H NMR cryoporometry. Well-resolved DSC melting and freezing peaks were obtained for pore diameters down to 3.0 nm, but not in 2.5 nm pores. The pore size dependence of the melting point depression ΔT_m can be represented by the Gibbs–Thomson equation when the existence of a layer of nonfreezing water at the pore walls is taken into account. The DSC measurements also show that the hysteresis connected with the phase transition, and the melting enthalpy of water in the pores, both vanish near a pore diameter D* ≈ 2.8 nm. It is concluded that D* represents a lower limit for first-order melting/freezing in the pores. The NMR spin echo measurements show that a transition from low to high mobility of water molecules takes place in all MCM-41 materials, including the one with 2.5 nm pores, but the transition revealed by NMR occurs at a higher temperature than indicated by the DSC melting peaks. The disagreement between the NMR and DSC transition temperatures becomes more pronounced as the pore size decreases. This is attributed to the fact that with decreasing pore size an increasing fraction of the water molecules is situated in the first and second molecular layers next to the pore wall, and these molecules have slower dynamics than the molecules in the core of the pore.