Herein, we report the synthesis of inclusion complexes (ICs) based on 3,4-ethylenedioxythiophene (EDOT) with permethylated beta-cyclodextrins (TMe-beta CD) and permethylated gamma-cyclodextrins (TMe-gamma CD) host molecules. To prove the synthesis of such ICs, molecular docking simulation, UV-vis titrations in water, H-1-NMR, and H-H ROESY, as well as matrix-assisted laser desorption ionization mass spectroscopy (MALDI TOF MS) and thermogravimetric analysis (TGA) were carried out on each of the EDOT. TMe-beta CD and EDOT.TMe-gamma CD samples. The results of computational investigations reveal the occurrence of hydrophobic interactions, which contribute to the insertion of the EDOT guest inside the macrocyclic cavities and a better binding of the neutral EDOT to TMe-beta CD. The H-H ROESY spectra show correlation peaks between H-3 and H-5 of hosts and the protons of the guest EDOT, suggesting that the EDOT molecule is included inside the cavities. The MALDI TOF MS analysis of the EDOT.TMe-beta CD solutions clearly reveals the presence of MS peaks corresponding to sodium adducts of the species associated with the complex formation. The IC preparation shows remarkable improvements in the physical properties of EDOT, rendering it a plausible alternative to increasing its aqueous solubility and thermal stability.