On Earth, natural hydrates are mostly encountered in clay‐rich sediments. Yet their formation processes in such matrices remain poorly understood. Achieving an in‐depth understanding of how methane hydrates accumulate on continental margins is key to accurately assess (1) their role in sustaining the development of some chemosynthetic communities at cold seeps, (2) their potential in terms of energy resources and geohazards, and (3) the fate of the methane releases, a powerful greenhouse gas, in this changing climate. This study investigated the formation of methane hydrates and their gas storage capacity in clay‐rich sediments. A set of hydrate experiments were performed in matrices composed of sand, illite‐rich clay and montmorillonite‐rich clay at different proportions aiming to determine the role of mineralogy on hydrate formation processes. The experiments demonstrate that a clay content of 10% in a partially water saturated sand/clay mixture increases the induction time by ∼60%, irrespective of the nature of the clay used. The increase in water saturation in the two matrices promotes hydrate formation. Micro‐Raman spectroscopic analyses reveal that increasing the clay content leads to a decrease in the hydrate small‐cage occupancy, with an impact on the storage capacity. Finally, the analyses of collected natural samples from the Black Sea (off Romania) enable us to estimate the gas storage capacity of the deposit. Our estimates is different from previous ones, and supports the importance of coupling multiscale properties, from the microscale to the geological scale, to accurately assess the total amount of methane hosts in hydrate deposits worldwide.