We show that solutions of nonlinear nonlocal Fokker–Planck equations in a bounded domain with no-flux boundary conditions can be approximated by Cauchy problems with increasingly strong confining potentials defined in the whole space. Two different approaches are analyzed, making crucial use of uniform estimates for L2 energy functionals and free energy (or entropy) functionals respectively. In both cases, we prove that the weak formulation of the problem in a bounded domain can be obtained as the weak formulation of a limit problem in the whole space involving a suitably chosen sequence of large confining potentials. The free energy approach extends to the case degenerate diffusion.