Current views about protein-ligand interactions state that electrostatic forces drive the binding of charged species and that burial of hydrophobic and polar surfaces controls the heat capacity change associated with the reaction. For the interaction of a protein with a monovalent cation the electrostatic components are expected to be significant due to the ionic nature of the ligand, whereas the heat capacity change is expected to be small due to the size of the surface area involved in the recognition event. The physiologically important interaction of Na+ with thrombin was studied over the temperature range from 5 to 45 degrees C and the ionic strength range from 50 to 800 mM. These measurements reveal an unanticipated result that bears quite generally on studies of molecular recognition and protein folding. Binding of Na+ to thrombin is characterized by a modest dependence on ionic strength but a large and negative heat capacity change of -1.1 +/- 0.1 kcal mol-1 K-1. The small electrostatic coupling can be explained in terms of a minimal perturbation of the ionic atmosphere of the protein upon Na+ binding. The large heat capacity change, however, is difficult to reconcile with current views on the origin of this effect from surface area changes or large folding transitions coupled to binding. It is proposed that this change is linked to burial of a large cluster of water molecules in the Na+ binding pocket upon Na+ binding. Due to their reduced mobility and highly ordered structure, water molecules sequestered in the interior of a protein must have a lower heat capacity compared to those on the surface of a protein or in the bulk solvent. Hence, a binding or folding event where water molecules are buried may result in significant heat capacity changes independent of changes in exposed hydrophobic surface or coupled conformational transitions.