The thermal properties of water confined to both exterior and interior of cylindrical mesoporous MCM-41 (pore diameter d = 1.8-3.6 nm) were analysed by differential scanning calorimetry and FTIR spectroscopy. A three-step freezing of the exterior water was observed just above 233 K, the homogeneous nucleation temperature of bulk water, before the interior water was frozen. The first freezing of water was ascribed to the outermost bulk water, the second one to water between bulk and water bound to the exterior wall, and the third one to the bound exterior water. With decreasing pore size, the second freezing water decreased in magnitude. This stepwise freezing of the exterior water has been found in porous zeolite materials. The exothermic peak of the interior water confined in MCM-41 was observed at 227.5 K before freezing, ascribed probably to a high-density liquid-low-density liquid phase change. FTIR data of the interior water confirmed this finding. The present results substantiate the static and dynamic crossover of supercooled water in MCM-41 reported from previous neutron scattering and NMR data.