The aim of the study was to determine the feasibility of complexation between the antioxidant trans-resveratrol (RSV) and underivatized cyclodextrins (CDs) using a variety of preparative methods, including physical mixing, kneading, microwave irradiation, co-evaporation, and co-precipitation techniques. Products were characterized using differential scanning calorimetry (DSC), simultaneous thermogravimetric/DSC analysis (TGA/DSC), Fourier transform infrared (FT-IR) spectroscopy, and powder X-ray diffraction (PXRD). With α-CD and RSV, sample amorphization was revealed by PXRD and FT-IR, but no definitive inclusion complexation was evident. Similar results were obtained in attempts to complex RSV with β-CD. However, complex formation between γ-CD and RSV was evident from observation of an endo-/exothermic effect appearing in the DSC trace of the product from kneading and was further corroborated by FT-IR and PXRD methods. The latter technique indicated complexation unequivocally as the diffraction peak profile for the product matched that for known isostructural γ-CD complexes. Single crystal X-ray analysis followed, confirming the predicted complex between γ-CD and RSV. A combination of 1H NMR and TGA data yielded the complex formula (γ-CD)3·(RSV)4·(H2O)62. However, severe disorder of the RSV molecules prevented their modeling. In contrast, our previous studies of the inclusion of RSV in methylated CDs yielded crystals with only minor guest disorder.