Asphaltenes are the polar macromolecules with complex structures in oils, usually existing as aggregates. Inside the macromolecular structures of asphaltenes, some other fractions can be adsorbed/occluded, and the occluded compounds contain some important geochemical information. However, the adsorption/occlusion phenomena of asphaltenes need verification. Thus, this work was aimed to experimentally study the adsorption/occlusion processes inside the asphaltenes, using the deuterated paraffin n-C20D42 as the target compound under the conditions of high temperature/high pressure, with some chloride salts as additives to probe the mechanism of the adsorption/occlusion inside asphaltenes. The results show that the adsorption/occlusion phenomena take place inside asphaltenes during their thermal evolution. Occlusion inside asphaltenes could occur via two paths, namely, the physical process maybe through the polar interactions among the molecules and the chemical process through condensation or polymerization of the molecules, and then some substantial microporous units could develop to adsorb/occlude other fractions. The temperature and the additives have influences on the occlusion taking place inside asphaltenes. Higher temperatures promoted the pyrolysis of asphaltenes, and the additives play an important role in the properties of adsorption/occlusion inside asphaltenes.