Deserts have water, but most of it is stored in plants and underground.

It's near a coast too: http://news.ycombinator.com/item?id=4007858

Deserts don't get much rain, but they still have rivers. Some rivers are seasonal[1], others permanent, and all you need is some chlorine tablets and you have a decent supply of water if one is nearby.

Also, if he was concerned about theft by the locals, that means that there were other people around from whom he could have obtained water and food.

EDIT: It seems that this did happen right next to a river [2]

[1] http://en.wikipedia.org/wiki/Henley-on-Todd_Regatta [2] http://chameaudacier.free.fr/bato1.html

He had supplies with him. He wasn't living off the land.