Our skin is a true waterproof, for nothing can enter it from the out side. Of course, it will allow water to come out in the form of sweat. Our skin contains millions of tiny tubes which carry sweat from the inner(true) skin to the finer skin on the surface of the body.
With the sweat glands exerting pressure upwards, water cannot make its way down into the skin and so this forms the perfect water proofing.