I'm not sure if this is explicit in the original Frank L Baum *The Wonderful Wizard of Oz* or the 1939 film *The Wizard of Oz*.

However in the book she does carry an umbrella, instead of a broom as in the film, a very convenient thing for someone allergic to water, and possibly more than a coincidence...

The wicked witch of the south *Singra* in the book *The Lost King of Oz* is afraid of water killing her, though whether this is because she know it's bad for them or because of what happened to the wicked witch of the West and Mombi is open for speculation.

In the 2013 film *Oz The Great and Powerful* Theodora who becomes the wicked witch knows water is dangerous to her as she is burnt by her own tears, even before becoming wicked. 

[![theodora burning tears][1]][1]


  [1]: https://i.sstatic.net/xfaDT.jpg