It is promising yet challenging to develop efficient methods to separate nanoparticles (NPs) with nanochannel devices. Herein, in order to guide and develop the separation method, the thermodynamic mechanism of NP penetration into solvent-filled nanotubes is investigated by using classical density functional theory. The potential of mean force (PMF) is calculated to evaluate the thermodynamic energy barrier for NP penetration into nanotubes. The accuracy of the theory is validated by comparing it with parallel molecular dynamics simulation. By examining the effects of nanotube size, solvent density, and substrate wettability on the PMF, we find that a large tube, a low bulk solvent density, and a solvophilic substrate can boost the NP penetration into nanotubes. In addition, it is found that an hourglass-shaped entrance can effectively improve the NP penetration efficiency compared with a square-shaped entrance. Furthermore, the minimum separation density of NPs in solution is identified, below which the NP penetration into nanotubes requires an additional driving force. Our findings provide fundamental insights into the thermodynamic barrier for NP penetration into nanotubes, which may provide theoretical guidance for separating two components using microfluidics.