Over the past 30 years a vast number of studies have demonstrated the presence of pharmaceutical residues in the environment. But still knowledge is scarce regarding the interaction of these emerging pollutants with various matrices in nature. A chromatographic system with on-line detection was developed to perform a sorption study of six selected pharmaceuticals to four natural sediments and dewatered digested sewage treatment plant sludge with differing physicochemical characteristics. Sorption effects, measured as asymmetry factors and recoveries, differed pronouncedly among the pharmaceuticals and between the matrices, which could be explained by basic physicochemical properties of the investigated compounds in relation to matrix characteristics. Protonated and deprotonated molecular properties had the greatest importance for sorbate–sorbent interactions. Atenolol, with cationic properties, showed the highest degree of sorption regardless of the matrix studied. Diclofenac and furosemide, both acids, showed the least tendency towards interactions to natural matrices. Among the neutral compounds bendroflumethiazide, carbamazepine and oxazepam, weaker forces, such as van der Waals, aromatic electron donor–acceptor interactions, and hydrogen forces, seemed more important to determine sorption differences. Results revealed that sorption of pharmaceuticals on natural sediments decreased in the order: atenolol (+) > bendroflumethiazide > oxazepam > carbamazepine > diclofenac (−) > furosemide(–). The matrix content of organic matter measured as total organic carbon (TOC) clearly dictated drug sorption. Beside from studying matrix interaction, these results and the developed technique and methodology might find use in the development of new removal processes of pharmaceuticals from wastewater based on improved knowledge concerning chemical interactions to filter materials.