This paper studies the hydrous facies of mantle-derived megacryst clinopyroxenes and pyroxenes of xeno-liths of pyroxenolite and spinel peridotite as well as garnet pyroxenolite in a kimberlitic lamprophyre pipe in Anyuan, Jiangxi, by Fourier Transform Infrared (FTIR). It explores the relationship between the water content of pyroxene on the one hand and its composition and source depths on the other hand. All the samples contain constitution water. Spectra of the clinopyroxene are dominated by two groups of bands: 3607-3630 cm-1 and 3522-3542 cm-1. Spectra of the orthopy-roxene are dominated by three groups of bands: 3410-3424 cm-1,3510-3516 cm-1 and 3560-3595 cm-1. The water content of the clinopyroxenes has a positive correlation with their FeO and Al2O3 contents. The source depths of mantle-derived clinopyroxene megacrysts, pyroxenolite, spinel peritotite and garnet pyroxenelite increase gradually in order. The Al2O3 and water contents of four pyroxenes have similar correlation with the source depths.