Experimental measurements have shown that, at room temperature, xenon has a good solubility in both n-hexane and n-perfluorohexane, whereas oxygen is poorly soluble in both liquids. However, oxygen proves to be more soluble in n-perfluorohexane than in n-hexane, in contrast with xenon behavior. This difference is investigated by calculating the reversible work of cavity creation in both liquids and estimating the solute–solvent attractive interactions. The magnitude of the reversible work of cavity creation in n-hexane is larger than in n-perfluorohexane, and also the strength of the solute–solvent dispersion attraction is larger in n-hexane. However, it emerges that the dispersion attractions between oxygen and n-perfluorohexane are stronger than expected due to specific interactions between partially negative fluorine atoms and oxygen molecules.