Temperature-dependent near-infrared spectroscopy has been developed for studying quantitative and structural analysis, as well as the molecular interactions. Taking the advantage of the temperature effect on hydrogen bonding, the technique has shown its potential in analyzing the interactions in aqueous solutions. In our recent studies, the structural changes in homo-oligopeptides K5 (penta-lysine), D5 (penta-aspartic acid), and protein (ovalbumin) aqueous solutions were studied by temperature-dependent near-infrared spectroscopy. The thermodynamics and their interaction with water were analyzed with the help of the chemometric methods including continuous wavelet transform, independent component analysis, two-dimensional (2D) correlation analysis, and Gaussian fitting. The results show that the oligopeptide in aqueous solution improves the thermal stability of the water species, and K5 has stronger interaction with water than D5. In the gelation of ovalbumin, the change of the water species with two hydrogen bonds (S2) follows the same phases as the protein. S2 maintains the stability of the protein in native and molten globule states, and the weakening of the hydrogen bond in S2 by high temperature results in the destruction of the hydration shell and makes the ovalbumin clusters form a gel structure.