The process of adsorption of nitrogen monoxide and dioxide by the giant Keplerate nanocluster Mo72Fe30 was studied in detail under ambient conditions and air/argon atmosphere. The obtained Raman and IR spectra showed that the coordination of NOx to the Mo72Fe30 leads to the formation of nitrate ions by sharing the bridged or terminal oxygen in FeO6 polyhedra with the adsorbed NO2 molecules. In accordance with elemental analysis and X-ray photoelectron spectroscopy, the composition of the produced complex was found to be [POM-(NO2)x]·(NO2)y (where x = 6, y = 14 ± 3). The carried out thermal analysis revealed the significant influence of NOx coordination in the release of water molecules and decomposition of the constitutional acetate ligands for Mo72Fe30. Furthermore, the performed measurements of the temperature dependency of the electron paramagnetic resonance spectra for the pure nanocluster and that treated with NO2 allowed us to draw up a conclusion about the delocalization of weak-bonded NO2 molecules in the pores of the Mo72Fe30 crystal at 25 °C. The opposite situation was observed under cryogenic temperatures. The localization of NO2 molecules occurs resulting in the distortion of FeO6 octahedra towards tetrahedral symmetry accompanied with the appearance of the signal at g-factor 4.3. The produced complex compound [POM-(NO2)x]·(NO2)y possesses sufficient NO2 capacity, water solubility and pH-dependant decomposition; these are important properties of a potential NOx donor, which can be hypothetically applied in biomedicine.