You'll probably need much lower-frequency waves (kHz range) than standard wireless transmission (which might be 2.4 Ghz or several hundred Mhz), if you want to transmit data underwater without significant attenuation/absorption.
Maybe try ultrasound?
Or if it's just a short distance and you don't need 100% reliability of data transmission, you can maaaybe get by with Xbee 868 Mhz, or even better 434 or 315 Mhz transmitters, like these:https://www.sparkfun.com/products/8945https://www.sparkfun.com/products/8946
Or how about somehow integrating an IR-LED-based transmission?
More information, regarding your exact application, would be helpful to give better answers.