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We quantify the volume and distribution of water, cement, sediments, and fractured rocks within the Martian crust beneath NASA's InSight (Interior Exploration using Seismic Investigations, Geodesy, and Heat Transport mission) lander by using rock physics models to interpret shear wave velocities (Vs) measured from InSight data. The models assume that Mars' crust comprises sediments and fractured rocks whose pores and fractures host variable combinations of gas, liquid water, and mineral cements. Measured Vs in the upper crust (0–8 km) can be explained by layers of minimally (<2%) cemented sediments and gas‐filled fractured basalts. Measured Vs in the deeper crust (8–20 km) can be explained by fractured basalts or more felsic igneous rocks (modeled here as 100% plagioclase feldspar) that is unfractured or has up to 23% porosity. Open pores in the deeper crust could host gas, liquid water, and up to 2% cement. Modeled Vs are too low for a seismically detectable ice‐saturated cryosphere in the upper crust and temperatures are too high to freeze liquid water in the deeper crust. Notably, with Vs alone, we are unable to distinguish between liquid water and gas within the pores. Plain Language Summary: Liquid water may have existed on Mars as oceans, rivers, or ground water. Surface water was likely lost to space, buried as liquid water and ice, and/or incorporated in subsurface minerals and mineral cements. The InSight lander on Mars has a seismometer whose measurements can be used to estimate the velocity of seismic shear waves. Seismic velocities change based on rock type and the material that fills the pores within rocks (e.g., liquid water, gas, or ice and other mineral cements). We show that the measured seismic velocities in the upper (0–8 km) crust can be explained by layers of gas‐filled basalts and minimally (2%) cemented sediments rather than ice‐filled sediment or basalt. Measured seismic velocities in a deeper (8–20 km) crust can be explained by fractured basalt. More feldspar‐rich rocks could explain the velocities in the deeper crust and they could be unfractured or have up to 23% porosity. Fractures within the deeper crust could host liquid water, gas, and up to a couple percent of mineral cements. Key Points: Mars' upper crust (0–8 km) beneath Interior Exploration using Seismic Investigations, Geodesy, and Heat Transport mission (InSight) comprises fractured gas‐filled rocks and weakly cemented sedimentsMars' deeper crust (8–20 km) beneath InSight could comprise fractured basalts or more‐felsic igneous rocks with 0%–23% porosityNo seismically detectable cryosphere exists in the crust and pores in the deeper crust host gas, liquid water, or up to 2% cement [ABSTRACT FROM AUTHOR]