A three-dimensional closed-loop pulsating heat pipe (CLPHP), with different wettability and charged with deionized water is numerically investigated in present work. The thermal performance and bubble dynamics of CLPHP are obtained under the condition of various input heat loads. It's found that the performance of CLPHP is affected by both surface wettability and input heat load. Under lower input heat load, CLPHP with hydrophobic surface (including superhydrophobic surface) has lower thermal resistance than that with hydrophilic surface. Conversely, CLPHP with hydrophilic surface starts up earlier, and has better thermal performance under higher input heat load. Specially, compared with the CLPHP with superhydrophobic surface, the thermal resistance of CLPHP with superhydrophilic reduces by 10.8% under the input heat load of 20 W. Moreover, the reversal of flow direction is observed in CLPHP with hydrophobic surface, while the stable directional circulation is always maintained in CLPHP with hydrophilic surface. The results indicate that the difference between advancing and receding angles (dynamic contact angle hysteresis) leads to various capillary resistance. Furthermore, due to lower flow resistance and the effect of liquid film, CLPHP with hydrophilic surface can effectively raise the dry-out input heat load.