Tungsten oxide hydrates (WO₃·nH₂O, n = 0, 1, 2) exhibit broad application prospects in optoelectronics, owing to their rich structural diversity and tunable optoelectronic properties. Their electronic structures and optical absorption properties are significantly influenced by intrinsic oxygen vacancies (Vo). However, the role of hydration in modulating the formation of oxygen vacancies, as well as the synergistic coupling mechanism between hydration and defect states, remains poorly understood. In this work, we systematically investigate the electronic structures, defect formation energies, and optical absorption properties of both pristine and Vo-containing (WO₃·nH₂O, n = 0, 1, 2) systems using first-principles calculations based on density functional theory. Our results show that hydration induces a structural transition of WO₃ from a three-dimensional network to a two-dimensional layered configuration, accompanied by a nonmonotonic variation in the bandgap. The bandgaps of γ-WO₃, WO₃·H₂O, and WO₃·2H₂O are determined to be 1.36, 0.98, and 1.18 eV, respectively. Despite this variation, the band-edge orbital contributions remain consistently dominated by O-2p and W-5d states, indicating that hydration primarily modulates crystal-field symmetry without altering the intrinsic nature of the band-edge electronic states. We further establish the critical oxygen-vacancy concentration range for the transition from intrinsic semiconducting to n-type doped behavior across the three systems, which lies between 0.25% and 0.38%. Partial density of states analysis combined with bond-length characterization, reveals that oxygen-vacancy-induced local Jahn-Teller distortions differentially modulate orbital contributions. In the anhydrous phase, oxygen vacancies weaken the O-2p contribution at the valence band maximum while enhancing the W-5d contribution at the conduction band minimum. In hydrated systems, however, the inherently distorted WO₅(H₂O) octahedra give rise to distinct patterns of defect-induced orbital reconstruction, i.e., a difference fundamentally rooted in the octahedral asymmetry caused by water intercalation. Moreover, γ-WO₃ with moderate oxygen-vacancy concentrations (0.39%-3.12%) exhibits significantly enhanced broadband absorption across the visible-to-near-infrared region, whereas the absorption enhancement in hydrated systems is predominantly confined to the near-infrared regime. Our study provides atomic-scale elucidation of the synergistic modulation of electronic structures and optical absorption properties by hydration and oxygen vacancies in WO₃-based materials, offering a theoretical foundation for the functional design of materials tailored for applications such as photodetection, electrochromic devices, and photocatalysis.