Anthocyanin extracted from the fresh blue berry fruits was loaded onto different clay minerals including one-dimensional tubular halloysite and fibrous sepiolite, and two-dimensional lamellar kaolinite and montmorillonite to fabricate reversible allochroic hybrid pigments. The effect of the possible interaction mechanism between anthocyanin and clay minerals on the color stability of hybrid pigments was investigated. Due to the difference in the structures and properties of clay minerals, natural anthocyanin was inclined to be absorbed on the surface and intercalated into the interlayer of 2:1 type layered montmorillonite, while it was mainly anchored on the surface of 1:1 type kaolinite and halloysite. By contrast, it was simultaneously loaded on the surface and confined into the nanochannels and/or grooves of 2:1 type chain-layered sepiolite. Interestingly, the resulting hybrid pigments presented good thermal stability and resistance to chemical reagents, as well as reversible gas-sensitive allochroic behavior in HCl or NH3 gases, especially anthocyanin/sepiolite hybrid pigments due to the shielding effect of the well-defined nanochannels and grooves of sepiolite. Based on this color-change behavior, a simple pH test paper was also prepared with obvious color change at different pH values by coating the filter paper with anthocyanin/sepiolite hybrid pigments.