A method of making a pigment comprising a dye and a clay having pores. The method includes mixing a first reaction component with first and second dye components to form a reaction mixture, wherein the first reaction component comprises the clay and a catalyst associated with the clay, wherein the first and second dye components are adapted to react with each other in the presence of the catalyst to form the dye, and whereupon the catalyst catalyzes the reaction of the first and second dye components, and at least some of the first and second dye components react within the pores.