Natural fiber-reinforced polymer composite materials have emerged in a wide spectrum of area of the polymer science. The composite produced from these types of materials are low density, low cost, comparable specific properties, and most importantly they are environmental friendly. The composite materials produced from oil palm fibers and commercially available polymers have offered some specific properties that can be comparable to conventional synthetic fiber composite materials. However, these properties are greatly dependent on the compatibility of oil palm fibers and matrix phase with moisture absorption as one of the critical issues that becomes the drawbacks of the oil palm fiber polymer composite materials. Apparently, it greatly affects the physical as well as mechanical properties of the composite materials. The present review reports the work on oil palm empty fruit bunch (OPEFB) fiber-reinforced polymer composites with some interest on the OPEFB physical structure, and chemical compositions. Finally, the incorporation of OPEFB into polymeric materials leads to several interesting consequences on the water absorption characteristics and the mechanical properties, which have been reviewed.