We study the dynamics of the first hydration shell of lysozyme to determine the role of hydration water that accompanies lysozyme thermal denaturation. We use nuclear magnetic resonance spectroscopy to investigate both the translational and rotational contributions. Data on proton self-diffusion and reorentational correlation time indicate that the kinetics of the lysozyme folding/unfolding process is controlled by the dynamics of the water molecules in the first hydration shell. When the hydration water dynamics change, because of the weakening of the hydrogen bond network, the three-dimensional structure of the lysozyme is lost and denaturation is triggered. Our data indicates that at temperatures above approximately 315 K, water behaves as a simple liquid and is no longer a good solvent.