The sorption of n-heptane in the SBA-3 silica was investigated using positron annihilation lifetime spectroscopy (PALS). The PALS technique allows to study in situ evolution of pore filling by the n-alkane. In the dry SBA-3, the free volumes attributed to the silica skeleton, micropores, mesopores as well as intergranular spaces can be distinguished by PALS as various ortho-positronium components. The liquid n-heptane appears as an additional component, which allows to monitor adsorption and desorption using the ortho-positronium parameters. Filling the SBA-3 silica with n-heptane leads to the rapid, already at p/p0 = 0.08, disappearance of the pore-related components. Simultaneously, a large increase in the intensity of the components attributed to liquid n-heptane is observed. The adsorption proceeds slightly faster than the desorption, which is most likely the consequence of the difference in the alkane–alkane and alkane-silica interaction forces. The pore size distributions calculated for n-heptane and water from the PALS results clearly indicate that the mechanism of sorption is different for both liquids. This can result from the different strength of the interactions between molecules of each liquid and between the liquid and the atoms of pore walls.