The effect of MCM-41 on the ESR spectrum of an aqueous spin probe solution was observed. The sharp ESR spectrum turns into a rather broad characteristic one leaving a sharper signal as the minor component, immediately after the addition of MCM-41 powder to the system. This observation indicates that MCM-41 traps the solute molecule into the nanochannel by letting the solvent water form a rather stable molecular cage, since the ESR line shape indicates that the nitroxide radical undergoes anisotropic rotation without being adsorbed on the wall. Thermodynamic parameters for this process are estimated from the temperature dependencies of the trapping efficiency. This process is explained in terms of the surface enthalpy of the liquid specifically intensified in the nanospace.