Measurements by the Neutron Spectrometer on the MErcury Surface, Space ENvironment, GEochemistry, and Ranging (MESSENGER) spacecraft show decreases in the flux of epithermal and fast neutrons from Mercury's north polar region that are consistent with the presence of water ice in permanently shadowed regions. The neutron data indicate that Mercury's radar-bright polar deposits contain, on average, a hydrogen-rich layer more than tens of centimeters thick beneath a surficial layer 10 to 30 cm thick that is less rich in hydrogen. Combined neutron and radar data are best matched if the buried layer consists of nearly pure water ice. The upper layer contains less than 25 weight % water-equivalent hydrogen. The total mass of water at Mercury's poles is inferred to be 2 × 10(16) to 10(18) grams and is consistent with delivery by comets or volatile-rich asteroids.