Much is known empirically about the qualitative and quantitative nonlinear response of rocks. Still, the mechanism of nonlinear response in porous media is only speculation. In this work we illustrate evidence from several types of experiments indicating that fluid plays an important role in the nonlinear response. For instance, measurements at low degrees of water saturation indicate that molecular layers of adsorbed moisture as well as condensation fluids significantly influence the linear and nonlinear response at dynamic strain levels due to the activation of internal molecular forces. In rock, we measure a significant increase in the nonlinear response, especially in the saturation range of 1--20%. This is consistent with observed changes in the linear response, but the extent of the variation is larger in the nonlinear measurements, especially in rocks containing small pore systems. These modifications can be attributed to an increased fluid-solid interaction upon wetting causing the material to expand and to soften. Concurrently, the microscopic and mesoscopic hysteretic entities, which give rise to the macroscopically observed nonlinear response, are activated at saturation-dependent opening and closing pressures. As a consequence of the moisture-induced forces, the fraction of active hysteretic units increases with saturation. The fact that the nonlinear response increases with water saturation, especially in the low saturation range, implies that the presence of moisture plays a major role in the nonlinear mechanism or, more precisely, in the activation of that mechanism.