Metal–organic frameworks show both fundamental interest and great promise for applications in adsorption-based technologies, such as the separation and storage of gases. The flexibility and complexity of the molecular scaffold pose a considerable challenge to atomistic modeling, especially when also considering the presence of guest molecules. We investigate the role played by quantum and anharmonic fluctuations in the archetypical case of MOF-5, comparing the material at various levels of methane loading. Accurate path integral simulations of such effects are made affordable by the introduction of an accelerated simulation scheme and the use of an optimized force field based on first-principles reference calculations. We find that the level of statistical treatment that is required for predictive modeling depends significantly on the property of interest. The thermal properties of the lattice are generally well described by a quantum harmonic treatment, with the adsorbate behaving in a classical but strongly anharmonic manner. The heat capacity of the loaded framework–which plays an important role in the characterization of the framework and in determining its stability to thermal fluctuations during adsorption/desorption cycles–requires, however, a full quantum and anharmonic treatment, either by path integral methods or by a simple but approximate scheme. We also present molecular-level insight into the nanoscopic interactions contributing to the material’s properties and suggest design principles to optimize them.