The ability of structural water to act as an ‘internal electrolyte’ for ion transport within transition metal oxides is an intriguing concept for improving the kinetics of energy storage, particularly to enable high volumetric capacitance. Crystalline tungsten oxide dihydrate (WO₃·2H₂O) is a model compound to investigate whether interlayer structural water can lead to fast proton intercalation. This material can be readily precipitated under acidic conditions and contains two types of structural water: one that is directly bound to tungsten, and another that exists in the interlayer. These waters form a hydrogen-bonded network within the interlayer. Using cyclic voltammetry and in situ Raman spectroscopy, we find that hydrated tungsten oxide offers better capacity retention and energy efficiency over the anhydrous, crystalline tungsten oxide at sweep rates up to 200 mV s^-1. These results are obtained with particles that are more than 100 nm in diameter and with high mass loading, slurry-cast electrodes suggesting that the rapid kinetics are intrinsic to the hydrated phase. We further characterize the electrochemical performance of both the hydrated and anhydrous tungsten oxides using in situ scanning probe microscopy to determine whether the proton intercalation occurs within the hydrated layers and leads to any appreciable structural deformation.