We generally think of asteroids as dry and rocky, but that isn’t entirely accurate. There is, however, evidence that some asteroids have ice on their surface, and even in their interiors. Ceres, for example, has surface material that is hydrated, which would imply it has a thick icy mantle with a rocky core.
Now the Herschel space observatory has detected water vapor on Ceres. It’s also the first evidence that Ceres has a thin atmosphere. This is likely due to the fact that Ceres is in the part of its orbit where it is closer to the Sun. The timing for this discovery couldn’t be better, since the Dawn spacecraft is scheduled to arrive at Ceres in about a year.
Paper: Küppers M, O’Rourke L, Bockelée-Morvan D, et al. Localized sources of water vapour on the dwarf planet (1) Ceres. Nature. 2014;505(7484):525-527.