Cyclodextrin (CD) is a cyclic compound with a spatial structure in the shape of a toroid. It is characterized by specific properties. The outer portion of the structure has hydrophilic properties, while the cavity of the toroid is hydrophobic. This enables cyclodextrin to form inclusion complexes with the enclosure of lipophilic molecules in the interior. This paper presents the results of attempts to form a complex of γ-CD/CL-20. This study determined unambiguously that a γ-CD with CL-20 complex in a mole ratio 1:1 is formed as a result of mixing of solutions of γ-CD and CL-20. This conclusion was corroborated by FTIR, 1 H NMR, UV-Vis spectroscopic techniques and by measurement of the density of the complex obtained. The resulting complex of γ-CD/CL-20 is characterized by much lower sensitivity to friction and impact than CL-20 itself.