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Studies of evaporative water loss using streams of dry air in the laboratory have demonstrated reduced rates in various taxa of cocooned frogs. However, because the cocoon is formed in subterranean burrows with humid microclimates and no air flow, loss of water by evaporation is likely to be negligible. In contrast, although potentially important, the influence of the cocoon on water exchange with the soil surface has not been characterized. In dry soils, there is a sizable water potential gradient between the frog and the soil; hence, we hypothesized that cocoons would play a role in reducing liquid water loss to dry substrates. Individuals of the burrowing frog Cyclorana australis (Hylidae: Pelodryadinae) were induced to form cocoons in the laboratory. On semisolid agar-solute substrates across a range of water potentials, the hygroscopic cocoon absorbed small but similar amounts of moisture. With the cocoon removed, the frogs gained or lost water, depending on the direction of the frog-substrate water potential difference. Plasma osmolality of cocooned frogs was significantly higher than in hydrated frogs. Because cocooned frogs did not exchange significant amounts of water at either high (wet) or low (dry) substrate water potentials, we conclude that the cocoon of fossorial frogs acts as a physical barrier that breaks the continuity between frog and substrate. We contend that the primary function of the cocoon is to prevent liquid water loss to drying clay and loam soils, rather than to prevent subterranean evaporative water loss.