There is between 100 billion to 1 trillion tons of ice on Mercury according to some recent data beamed back to Earth from the Messenger spacecraft.
It has been theorized since the 1970’s that there’s water on Mercury, but it is not until recently that NASA has become even more confident about the idea of there being water on the planet closest to the Sun.
Adding to the almost non-existent atmosphere, Mercury’s average surface temperature is 800 °F (427 °C), so it’s hard to imagine the planet being able to retain the nectar of life. However, Mercury has an axial tilt of near zero, meaning the north and south poles never get any direct sunlight. Mercury’s axial tilt, along with craters that exist near the poles are strong proofs that water may be in abundance in those craters close to the poles.
Using Earth-based radar, optical cameras, and an instrument called a neutron probe on the Messenger; NASA is predicting that Mercury does indeed have water on its surface. The water itself may not be directly above the surface, but rather it’s buried under a layer or two of surface materials.
A theory, as to where the water came from, is that asteroids bombarding the planet carried along with it ice, and without direct sunlight at the poles (temperature may reach a chilly -370 °F (-223 °C)), which—along with the protective geographical structures created by the asteroids—may have contributed to the preservation of the water at Mercury’s poles.