Within the framework of Density Functional Theory (DFT), the relevance of the term Hartree-Fock exchange (HFE) for a variety of molecular properties is a critical point. For this reason, we spend efforts to understand these relationships in nuclear magnetic resonance (NMR) parameters in a water solvent. This work takes advantage of the appropriate aug-cc-pVTZ-J basis set and the Minnesota family of DFT methods, which consider different portions of HFE contributions. With regard to solvent participation, the results are based on a sequential Monte Carlo/Quantum Mechanics procedure, which builds the structures of the liquid under realistic thermodynamic conditions. Compared to the accurate results of second-order polarization propagator approximation (SOPPA) and experimental data, all NMR parameters show a huge dependence on the size of the HFE contribution. For instance, the inclusion of this term in 1JOH and 2JHH indirect spin-spin couplings does vary with 49.661 and 25.459 Hz, respectively. The M06-HF method accounts for 100% of HFE and better matches the σO and σH shielding constants. On the other hand, 1JOH and 2JHH demand a medium contribution (54% of HFE), the best description being associated with the M06-2X method. Thus, the dependence varies regarding the phenomenology of the property in focus and the order for independent treatments. For elements that participate in hydrogen bonds simultaneously as donor and acceptor actors, the results indicate that explicit solvent molecules must be considered in the quantum mechanical calculations for better modeling of paramagnetic shielding constants.