Moisture-capturing materials can enable potentially game-changing energy-water technologies such as atmospheric water production, heat storage, and passive cooling. Hydrogel composites recently emerged as outstanding moisture-capturing materials due to their low cost, high affinity for humidity, and design versatility. Despite extensive efforts to experimentally explore the large design space of hydrogels for high-performance moisture capture, there is a critical knowledge gap on our understanding behind the moisture-capture properties of these materials. This missing understanding hinders the fast development of novel hydrogels, material performance enhancements, and device-level optimization. In this work, we combine synthesis and characterization of hydrogel-salt composites to develop and validate a theoretical description that bridges this knowledge gap. Starting from a thermodynamic description of hydrogel-salt composites, we develop models that accurately capture experimentally measured moisture uptakes and sorption enthalpies. We also develop mass transport models that precisely reproduce the dynamic absorption and desorption of moisture into hydrogel-salt composites. Altogether, these results demonstrate the main variables that dominate moisture-capturing properties, showing a negligible role of the polymer in the material performance under all considered cases. Our insights guide the synthesis of next-generation humidity-capturing hydrogels and enable their system-level optimization in ways previously unattainable for critical water-energy applications.