In this study, the performances of silver-impregnated adsorbents prepared from different host supports (SBA-15, alumina, ceria, and faujasite Y zeolite) and calcined or not at 500 °C (1 h) were compared for the capture of I2 and CH3I. By keeping the silver content rather similar (about 15–17 wt %) among the sorbents, it was possible to assess the effect of silver dispersion and speciation on the adsorption capacities measured for both adsorbates. In a first part, several characterization techniques (XRD, DRS-UV-Vis, TEM, etc.) were used to probe the state of silver in the calcined and non-calcined materials. It was found that the characteristics of silver species are strongly influenced by the thermal treatment, the presence or absence of exchange sites, and the stability of the supports. Silver agglomeration was enhanced after calcination at 500 °C especially for supports bearing no exchange sites (SBA-15) or no ordered pores (alumina and ceria). Then, the adsorption performances of the studied silver sorbents were discussed in relation with their physicochemical characteristics. After-test characterizations were useful to assess the proportion of silver species that have reacted with CH3I and I2 to yield AgI precipitates. Depending on the adsorbate, different trends were obtained. I2 adsorption/reaction with silver sites was found to be quantitative (I/Ag ≈1), whatever the silver speciation and dispersion on the support. By contrast, a high proportion of cationic silver species was found essential to increase CH3I adsorption (I/Ag about 0.6–0.7 against 0.2–0.3 for Ag agglomerated species)