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DNA functions only in aqueous environments and adopts different conformations depending on the hydration level. The dynamics of hydration water and hydrated DNA leads to rotating and oscillating dipoles that, in turn, give rise to a strong megahertz to terahertz absorption. Investigating the impact of hydration on DNA dynamics and the spectral features of water molecules influenced by DNA, however, is extremely challenging because of the strong absorption of water in the megahertz to terahertz frequency range. In response, we have employed a high-precision megahertz to terahertz dielectric spectrometer, assisted by molecular dynamics simulations, to investigate the dynamics of water molecules within the hydration shells of DNA as well as the collective vibrational motions of hydrated DNA, which are vital to DNA conformation and functionality. Our results reveal that the dynamics of water molecules in a DNA solution is heterogeneous, exhibiting a hierarchy of four distinct relaxation times ranging from ~8 ps to 1 ns, and the hydration structure of a DNA chain can extend to as far as ~18 A from its surface. The low-frequency collective vibrational modes of hydrated DNA have been identified and found to be sensitive to environmental conditions including temperature and hydration level. The results reveal critical information on hydrated DNA dynamics and DNA-water interfaces, which impact the biochemical functions and reactivity of DNA.