Recent experiments have revealed that the macroscopic Kelvin equation remains surprisingly accurate even for nanoscale capillaries. This phenomenon was so far explained by the oscillatory behavior of the solid−liquid interfacial free energy. We here demonstrate thermodynamic and capillarity inconsistencies with this explanation. After revising the Kelvin equation, we ascribe its validity at nanoscale confinement to the effect of disjoining pressure. To substantiate our hypothesis, we employed molecular dynamics simulations to evaluate interfacial heat transfer and wetting properties. Our assessments unveil a breakdown in a previously established proportionality between the work of adhesion and the Kapitza conductance at capillary heights below 1.3 nm, where the dominance of the work of adhesion shifts primarily from energy to entropy. Alternatively, the peak density of the initial water layer can effectively probe the work of adhesion. Unlike under bulk conditions, high confinement renders the work of adhesion entropically unfavorable.