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A specific technique of nuclear magnetic resonance (NMR) spectroscopy, filter-exchange spectroscopy (FEXSY), was employed to investigate water transport through the plasma membrane in intact yeast cells. This technique allows water transport to be monitored directly, thus avoiding the necessity to subject the cells to any rapid change in the external conditions, e.g. osmotic shock. We established a sample preparation protocol, a data analysis procedure and verified the applicability of FEXSY experiments. We recorded the exchange rates in the temperature range 10–40°C for Saccharomyces cerevisiae. The resulting activation energy of 29 kJ mol−1 supports the hypothesis that water exchange is facilitated by water channels—aquaporins. Furthermore, we measured for the first time water exchange rates in three other phylogenetically unrelated yeast species (Schizosaccharomyces pombe, Candida albicans and Zygosaccharomyces rouxii) and observed remarkably different water exchange rates between these species. Findings of our work contribute to a better understanding of as fundamental a cell process as the control of water transport through the plasma membrane.