A hair roller is disclosed having a roller portion and a retaining clip. The roller has a support structure and a tubular moisture permeable hydrophobic cover. The retaining clip is omega-shaped having two halves and a hinge with a first spring and a ratchet mechanism that maintains the clip in closed. The roller support structure includes a core and two end caps or ends. The roller cover forms a cavity with support structure to enclose a first hygroscopic material. The retaining clip also includes a mass of hygroscopic material contained within a chamber formed between a frame and a second moisture permeable hydrophobic cover.