Using the voltammetry of microparticles approach, the electrochemical response of complexes prepared with indigo plus different clays in contact with aqueous electrolytes is described. Indigo presents a strong attachment with palygorskite and sepiolite in contrast to a weak attachment to planar clays (montomorillonite and kaolinite). Cyclic voltammetric and chronoamperometric data provide estimates of the variation of the concentration of indigo and dehydroindigo with the depth on clay crystals. The indigoids (indigo and dehydroindigo) penetrate more in palygorskite than in sepiolite, and this penetration is favoured by thermal treatments (very efficient up to 130 °C). The indigo concentration decreases monotonically versus depth, while the dehydroindigo one increases from zero in the external region of the crystals to a maximum at a depth between 40 and 80 nm and then decreasing rapidly. These facts are directly linked to the much higher resistance to acid attack of palygorskite–indigo pigments (Maya Blue) than sepiolite–indigo ones.