Grenadilla wood (Dalbergia melanoxylon Guill. & Perr.) is a hardwood species found in Tanzania, Mozambique, and other countries in the tropical part of Africa, especially in the Eastern-Central region. Thanks to its high density and good hygroscopic stability, it is used in the making of various musical instruments and fine furniture. Due to the scarcity of published data on this wood species, more studies on its properties are needed to improve its processing and use, and even to search for sustainable alternative materials as its trade is increasingly limited by new regulations. This work is focused on the hygromechanical properties, which hold an important role in the applications of this wood: diffusion coefficients and adsorption–desorption curve (both measured at T=20°C), swelling–shrinkage coefficients and full orthotropic elastic constants using an ultrasonic method. Results show that grenadilla wood possesses small water diffusion coefficients (from 1.54±0.49×10-7cm2/s in T direction to 4.58±0.84×10-7cm2/s in L direction), which is probably related to its high density (1250.0±26.2kg/m2); unique equilibrium moisture content (sorption) curve with a lower fiber saturation point (0.173±0.003); smaller swelling–shrinkage coefficients (0.20±0.03 and 0.32±0.05 in T and R directions, respectively); and elastic constants lower in the longitudinal direction (15.56±1.79 GPa) and higher in the transverse ones (5.10±0.46 GPa and 4.05±0.35 GPa in R and T directions, respectively) than what could be expected with a standard model based on the density only. Several explanations were described here, from the effects of a high extractive content to the possibility of a high microfibril and/or fiber angle.