Dynamic water vapor sorption experiments were carried out using beech wood dust (from untreated and thermally modified wood) of two-particle sizes, (< 25 and 80–250 µm), obtained from abrasive sanding. Sorption isotherms were parameterized with the GAB and GDW models. Dust from thermally modified wood had significantly lower equilibrium moisture content compared to dust from untreated material, due to the reduction in primary sorption sites in treated material. The observed changes were quantified by the coefficients of the GAB and GDW models. Thermal modification and size of wood dust particles had no influence on binding energy of water molecules being linked to the secondary sorption sites. Water diffusivity decreased significantly with increasing moisture content, but only for monolayer sorption. For higher moisture content values, water diffusivity was practically independent of moisture content. These results were found for untreated and thermally modified material as well as for both dust size fractions. The influence of thermal modification on water diffusivity was unclear, which is attributed to the diffusion model, which represents dust particles as spheres and assumes instant hygroscopic equilibrium. Overall, this study indicates that the effectiveness of filtration processes likely depends strongly on sorption and diffusion properties of wood dust only at low moisture contents within the hygroscopic range.