Montmorillonite nanoclay was studied for its capability of storing carbon dioxide, methane, and nitrogen at elevated pressures. Adsorption data were collected to study and assess the possible applications of montmorillonite to gas storage, as it is available in depleted shale reservoirs. The thermodynamic properties of montmorillonite and its amine impregnated structures were studied in this manuscript. Material characterization via Brunauer–Emmett–Teller analysis, thermogravimetric analysis, Fourier transform infrared and energy dispersive X-ray spectroscopies, and scanning electron microscopy was carried out on the nanoclay samples followed by low- and high-pressure gas sorption experimental measurements via high-pressure magnetic suspension sorption apparatus at 298 and 323 K isotherms up to 50 bar. Selectivities of each gas on each nanoclay material is calculated based on single gas adsorption measurements and presented in the manuscript. Additionally, heat of adsorption and kinetics of adsorption are calculated and reported.