We investigate the properties of aqueous solutions using integral equation theories and molecular dynamics (MD) simulations within the framework of the MARTINI coarse-grained force field. The integral equation theory used in the present work is based on the Ornstein-Zernike equation coupled with the hypernetted chain (HNC) and Kovalenko-Hirata (KH) closures. Overall, the solvation shell structures and solvation thermodynamics in the HNC approximation are shown to be in better agreement with those from the MD simulation than the KH results. Especially, through the analysis of spatial distribution functions of water around a protein, we have demonstrated that the HNC approximation can provide the highly anisotropic structure of the solvation shell of the protein. On the other hand, the KH approximation works well for simple particle solutes, but the results for highly hydrated proteins deviate quite significantly from the MD results. We further explore in detail the reason underlying the deviation caused by the KH approximation. Lastly, a potential application of the integral equation theory with the MARTINI model is outlined.