Lattice dynamics of a single crystal of lawsonite were studied over a broad range of frequencies (1 Hz to 20 THz) using impedance, THz time-domain and infrared spectroscopies. Based on polarized spectra of complex permittivity ε̂ measured as a function of temperature between 10 K and 500 K, we analyzed the properties of the two known phase transitions—an antiferrodistortive one near Tc1 = 270 K and a ferroelectric one, occurring at Tc2 = 124 K. The former one is accompanied by a flat maximum in the THz-range permittivity ε̂c near Tc1, which is due to a polar excitation in the E || c spectra reflecting the dynamics of water and hydroxyl groups. The strength of this mode decreases on cooling below Tc1, and the mode vanishes below Tc2 due to hydrogen ordering. At the pseudoproper ferroelectric phase transition, two independent anomalies in permittivity were observed. First, ε̂a exhibits a peak at Tc2 = 124 K due to critical slowing down of a relaxation in the GHz range. Second, infrared and THz spectra revealed an optical phonon softening towards Tc2 which causes a smaller but pronounced maximum in ε̂b. Such anomaly, consisting in a soft mode polarized perpendicularly to the ferroelectric axis, is unusual in ferroelectrics.