The solvation of cyano- (CN-) based ionic liquids (ILs) and their capacity to establish hydrogen bonds (H-bonds) with water was studied by means of experimental and computational approaches. Experimentally, water activity data were measured for aqueous solutions of ILs based on 1-butyl-3-methylimidazolium ([BMIM](+)) cation combined with one of the following anions: thiocyanate ([SCN](-)), dicyanamide ([DCA](-)), or tricyanomethanide ([TCM](-)), and of 1-ethyl-3-methylimidazolium tetracyanoborate ([EMIM][TCB]). From the latter data, water activity coefficients were estimated showing that [BMIM][SCN] and [BMIM][DCA], unlike [BMIM][TCM] and [EMIM][TCB], are able to establish favorable interactions with water. Computationally, the conductor like screening model for real solvents (COSMO-RS) was used to estimate the water activity coefficients which compare well with the experimental ones. From the COSMO-RS results, it is suggested that the polarity of each ion composing the ILs has a strong effect on the solvation phenomena. Furthermore, classical molecular dynamics (MD) simulations were performed for obtaining an atomic level picture of the local molecular neighborhood of the different species. From the experimental and computational data it is showed that increasing the number of CN groups in the ILs' anions does not enhance their ability to establish H-bonds with water but decreases their polarities, being [BMIM][DCA] and [BMIM][SCN] the ones presenting higher propensity to interact.