The filling of halloysite nanotubes with active compounds solubilized in aqueous solvent was investigated theoretically and experimentally. Based on Knudsen thermogravimetric data, we demonstrated the water confinement within the cavity of halloysite. This process is crucial to properly describe the driving mechanism of halloysite loading. In addition, Knudsen thermogravimetric experiments were conducted on kaolinite nanoplates as well as on halloysite nanotubes modified with an anionic surfactant (sodium dodecanoate) in order to explore the influence of both the nanoparticle morphology and the hydrophobic/hydrophilic character of the lumen on the confinement phenomenon. The analysis of the desorption isotherms allowed us to determine the water adsorption properties of the investigated nanoclays. The pore sizes of the nanotubes' lumen was determined by combining the vapor pressure of the confined water with the nanoparticles wettability, which was studied through contact angle measurements. The thermodynamic description of the water confinement inside the lumen was correlated to the influence of the vacuum pumping in the experimental loading of halloysite. Metoprolol tartrate, salicylic acid and malonic acid were selected as anionic guest molecules for the experimental filling of the positively charged halloysite lumen. According to the filling mechanism induced by the water confinement, the vacuum operation and the reduced pressure enhanced the loading of halloysite nanotubes for all the investigated bioactive compounds. This work represents a further and crucial step for the development of halloysite based nanocarriers being that the filling mechanism of the nanotube's cavity from aqueous dispersions was described according to the water confinement process.