Capillary condensation of water can seriously impair the performance of an adsorbent intended for use in removing contaminants (mercury, arsenic, sulfur, etc.) in natural gas. Adsorption and desorption isotherms were used to determine how the nature and pore structure distribution of the adsorbent (alumina, active cabon) affect water adsorption. The contribution of the different phenomena involved (chemisorption, physisorption, capillary condensation) have been determined. The threshold of capillary condensation is reached much more rapidly on active carbon and microporous alumina (40% relative humidity) than on a highly mesoporous alumina (75-80% relative humidity).