Despite the recognized importance of the unique basket shape of the AEI zeolite cage in catalytic and separative applications, fundamental research on the adsorption properties of SSZ-39 (AEItype) is still missing. Here, the adsorption properties of n-alkanes on a Na-SSZ-39 zeolite up to 320 °C were investigated by using inverse gas chromatography (IGC). Our findings reveal an unusual nonmonotonic increase of the Henry constant with increasing carbon number, marked by local minimum, signifying the presence of so-called cage effects. These cage effects are a direct result of the combination of small pores connected by larger cages found in the AEI framework and have only been experimentally reported for the CHA topology. A coiled-chain adsorption mechanism has been proposed using thermodynamic analysis, where long n-alkanes undergo a transition from one-to two-cage adsorption. A comparison with Na-SSZ-13 (CHAtype), a zeolite with a comparable cage-window structure and silica−alumina ratio, revealed that the local minimum of Henry constant occurs at n-octane for Na-SSZ-39 and n-nonane for Na-SSZ-13, even though both samples have comparable cage dimensions. Additionally, our results were compared to all available experimental data in the existing literature on cage effects in small-pore zeolites. Comparison of low-, medium-, and high silica CHA-type zeolites highlighted that Si/Al-ratios and cations impact the adsorption mechanism and the magnitude of cage effects for n-alkanes. Our findings open the door to synthetic attempts to actively influence and design adsorbents with tailored local minima.