Maya Blue pigment, used in pre-Colombian America by the ancient Mayas, is a complex between the clay palygorskite and the indigo dye. The pigment can be manufactured by mixing palygorskite and indigo and heating to T > 120 degrees C. The most quoted hypothesis states that the dye molecules enter the microchannels which permeate the clay structure, thus creating a stable complex. Maya Blue shows a remarkable chemical stability, presumably caused by interactions formed between indigo and clay surfaces. This work aims at studying the nature of these interactions by means of computational and spectroscopic techniques. The encapsulation of indigo inside the clay framework was tested by means of molecular modeling techniques. The calculation of the reaction energies confirmed that the formation of the clay-organic complex can occur only if palygorskite is heated at temperatures well above the water desorption step, when the release of water is entropically favored. H-bonds between the clay framework and the indigo were detected by means of spectroscopic methods. FTIR spectroscopy on outgassed palygorskite and freshly synthesized Maya Blue samples showed that the presence of indigo modifies the spectroscopic features of both structural and zeolitic water, although no clear bands of the dye groups could be observed, presumably due to its very low concentration. The positions and intensities of delta(H2O) and nu(H2O) modes showed that part of the structural water molecules interact via a hydrogen bond with the C=O or N-H groups of indigo. Micro-Raman spectra clearly evidenced the presence of indigo both in original and in freshly synthesized Maya Blue. The nu(C=O) symmetric mode of Maya Blue red-shifts with respect to pure indigo, as the result of the formation of H-bonds with the nearest clay structural water. Ab initio quantum methods were applied on the indigo molecule, both isolated and linked through H-bonds with water, to calculate the magnitude of the expected vibrational shifts. Calculated and experimental vibrational shifts appeared to be in good agreement. The presence of a peak at 17.8 ppm and the shift of the N-H signal in the 1H MAS NMR spectrum of Maya Blue provide evidence of hydrogen bond interactions between indigo and palygorskite in agreement with IR and ab initio methods.