An exhaust after-treatment system for treating an exhaust produced by an engine. The exhaust after-treatment system includes an exhaust passage, at least one catalytic exhaust after-treatment component in communication with the exhaust passage for treating the exhaust, and a water-removal device in communication with the exhaust passage that receives a portion of the exhaust therein at a location positioned upstream from the catalytic exhaust after-treatment component. The water-removal device is defined by a housing that includes a water-removal membrane that separates water from the portion of the exhaust to provide a permeate that is enriched with water, and to produce a retentate that is water depleted that facilitates the treating of the exhaust by the catalytic exhaust after-treatment component.