The presence of water in room‐temperature ionic liquids (RTILs) can have a strong effect on their properties. In particular, water adsorption at electrodes can reduce the electrochemical potential window of the system. It is, thus, important to understand where water will be present depending on the electrode potential, the type of ionic liquid, and the electrode material. We investigate the influence of water on RTILs by measuring the potential‐dependent double‐layer capacitance of various water–RTIL mixtures. The resulting capacitance versus potential curves are reproduced employing mean‐field theory calculations. From the parameters used to obtain the best agreement between experimental and theoretical curves, some properties of the RTILs can be deducted, such as a stronger interaction of water with RTIL anions than cations and an agglomeration of water at potentials positive or negative of the potential of zero charge.