Coherent anti‐Stokes Raman scattering is applied to distinguish dense phases of carbon dioxide adsorbed in mesoporous glass Vycor with pores of 2 nm in radius. Each of the phases is identified by their Raman shifts corresponding to the CO2 band at 1388 cm−1. The results show that the first layer adsorbed on the pore wall and the polymolecular layers adsorbed upon it can be spectroscopically distinguished from each other. Moreover, the spectrum of the polymolecular layers, usually considered as liquid‐like, is found to be noticeably shifted from that of the liquid phase, making these two similar phases also distinguishable. After the onset of condensation, the spectrum of appearing liquid phase is found to be at least threefold broader than that of the bulk liquid. As pressure is increased, it narrows down to the value in the bulk liquid. Observed narrowing reflects size enlargement of liquid clusters, which being initially of nanometer scale in all three dimensions grow up and merge together with pressure increase, finally turning into a single “infinite” cluster, that is, bulk liquid. The results show that Raman‐based methods can help to detect and identify the phases of adsorbate confined in transparent nanoporous hosts. Needing no a priori knowledge about the characteristics of pores and not relying on any modeling or simulation of adsorption, the presented approach is promising to characterize the adsorption mechanisms in mesoporous and microporous materials.