In this work, we report results of calorimetric studies on interactions between petroleum asphaltenes and n-alkanes. It was observed that mixing of n-alkanes with asphaltenes leads to exothermic thermal effects. This effect is irrespective of the asphaltene state and occurs either with precipitated asphaltenes or with solutions containing dissolved asphaltenes. This phenomenon is explained by a partial immobilization of n-alkanes in the protecting shell formed by aliphatic lateral chains of asphaltenes. The proposed mechanism of interactions between n-alkanes and lateral alkyl chains of asphaltenes contributes to understanding the role of n-alkanes in nucleation of the wax deposition and of the asphaltene flocculation.