Differences in the properties of clay minerals cause formation damage under the condition of thermal production in heavy-oil reservoirs; asphaltenes adsorbed on clay minerals exacerbate the formation damage. The purpose of the present study was to reveal the variation in clay minerals and the adsorption behavior of asphaltenes on clay mineral surfaces under thermal recovery conditions. Volume changes and transformations of typical clay minerals were studied under various conditions (80 and 180°C, pH 9 and 11, aqueous and oven-dry conditions). On this basis, the adsorption behavior and mechanism of asphaltenes on the surfaces of clay minerals in various simulated conditions were investigated. The adsorption mechanism was revealed using kinetics and isothermal adsorption models. The results showed that the volume of montmorillonite expanded by up to 159.13% after water–rock interaction at 180°C with pH 11; meanwhile, the conversion rates of kaolinite and illite to montmorillonite were 6.6 and 7.8%, respectively. The water–rock interaction intensified the volume changes and transformations of clay minerals under thermal conditions. The amounts of asphaltene adsorbed on clay minerals at 180°C were greater than those at 80°C. The adsorption process of asphaltenes was inhibited under aqueous conditions. The abilities of the constituent minerals to bind asphaltenes was in order: montmorillonite > chlorite > kaolinite > illite > quartz sand. The adsorption process of asphaltenes yielded high coefficients of regression with both the Freundlich and Langmuir models under oven-dry (>0.99) and aqueous (>0.98) conditions. At 180°C under aqueous conditions, the water film significantly inhibited the adsorption of asphaltene on the clay minerals. The adsorption process of asphaltenes, therefore, could be regarded as the adsorption occurring at lower concentrations under oven-dry conditions.