The morphology of mud volcanoes (MVs) has been extensively studied over the last few decades. Although recent research has begun to focus on deep processes and structures, little is known about mud generation mechanisms. This study aims to investigate the feeder system and formation of an active kilometer‐scale MV by relying on a 3‐D seismic survey and an in situ data set on the Absheron anticline (South Caspian Basin). Seismic data show a depleted area in the Anhydritic Surakhany Formation (ASF), whose mineralogical composition fits with surface mud. Well data show that the ASF is a succession of evaporitic beds and low‐temperature shales near its fracture pressure. Biostratigraphic analysis confirms a Pliocene origin for the mud, suggesting that the ASF may be the source. Numerical modeling of sedimentation coupled with laboratory test results and well sonic logs fairly reproduces the observed in situ overpressure trend. Two‐dimensional methane diffusion coupled with overpressure caused by rapid sedimentation highlights the superposition of critical fracturing conditions with methane‐saturated sediments at the base of the studied MV. The present study demonstrates the predominant role of fluid overpressure due to sedimentation and gas saturation in the formation of the Absheron MV, and this is shown to occur as follows: (1) methane migration through the thrust‐related faults reaching the ASF, accompanied by (2) lateral overpressure, caused by rapid sedimentation, diffusing along the ASF leading to (3) hydro‐fracturing of overpressured and methane‐saturated sediments resulting in an important decrease in overpressure, causing (4) gas exsolution and expansion triggering sediment remobilization.