The Daya Bay reactor neutrino experiment is designed to precisely measure the neutrino mixing angle θ13. The anti-neutrino detectors are shielded by highly purified water against radioactivity and spallation neutrons from surrounding rocks. The water also serves as a Cherenkov detector to tag cosmic-ray muons, which induce main backgrounds. In order to study water purification and details of the detector response, a prototype water Cherenkov detector is constructed at the Institute of High Energy Physics (IHEP), Beijing. The detector is divided by Tyvek into two sections and viewed by two 8 in. photomultipliers. Cosmic-ray muons are used for detector response studies and a Monte Carlo simulation based on the Geant4 package shows good agreement with the experimental data.