Herein, a novel super-hygroscopic material, steam-exploded modified corn stalk pith (SE-CSP), was developed from corn stalk pith (CSP) via the steam explosion (SE) method, and its hygroscopic properties and mechanisms were evaluated. The results confirmed that SE effectively removed lignin and hemicellulose, disrupted the thin cell walls of natural CSP, and formed an aligned porous structure with capillary channels. SE changed the bonding distribution and surface morphology, and enhanced the crystallinity and thermal stability of CSP. The equilibrium hygroscopic percentage of SE-CSP (62.50%) was higher than that of CSP (44.01%) at 25 °C and 80% relative humidity (RH), indicating significantly greater hygroscopicity. The hygroscopic process of SE-CSP followed a Type III isotherm and fitted the Guggenheim-Anderson-de Boer (GAB), Peleg, and pseudo-first-order kinetic models. This process exhibited multi-layer adsorption with enthalpy-driven, exothermic behavior, primarily through physical adsorption involving hydrogen bonds and van der Waals forces. This work offered a new approach for advancing sorption dehumidification technology.