Experimental data, equations of state (EoS), and Monte Carlo simulations are used to analyze the Henry's law constant of solutes in water and in organic solvents at different temperatures. EoS are incapable of correlating the experimental data for light hydrocarbons dissolved in water. Novel simulation methodologies are used for methane in water and in ethane. Results are analyzed with respect to the free energy of cavity formation for hosting the solute molecule in the solvent and the free energy of interactions between the solute molecule and the solvent. It is shown that the hydrophobic phenomenon is driven, to a large extent, by the weak intermolecular interactions between water molecules and nonpolar solute molecules.