Its onboard instruments have been studying Mercury in unprecedented detail since its historic arrival there in March 2011, Xinhua reported.
Scientists are seeing clearly for the first time a chapter in the story of how the inner planets, including Earth, acquired their water and some of the chemical building blocks for life.
"The new data indicate the water ice in Mercury's polar regions, if spread over an area the size of Washington, DC., would be more than two miles thick," said David Lawrence, a scientist at the Johns Hopkins University and lead author of one of three papers describing the findings.
The papers were published online in Science Express on Thursday.
Launched August 3, 2004, Messenger is the first spacecraft to orbit Mercury.
The spacecraft followed a path through the inner solar system, including one flyby of Earth, two flybys of Venus, and three flybys of Mercury.