Aspirin (ASA) has attracted wide interest of numerous scientists worldwide thanks to its chemopreventive and chemotherapeutic effects, particularly in colorectal cancer (CRC). Incorporation of selenium (Se) atom into ASA has greatly increased their anti-tumoral efficacy in CRC compared with the organic counterparts without the Se functionality, such as the promising antitumoral methylseleno-ASA analog (1a). Nevertheless, the efficacy of compound 1a in cancer cells is compromised due to its poor solubility and volatile nature. Thus, 1a has been formulated with native α-, β- and γ-cyclodextrin (CD), a modified β-CD (hydroxypropyl β-CD, HP-β-CD) and Pluronic F127, all of them non-toxic, biodegradable and FDA approved. Water solubility of 1a is enhanced with β- and HP- β-CDs and Pluronic F127. Compound 1a forms inclusion complexes with the CDs and was incorporated in the hydrophobic core of the F127 micelles. Herein, we evaluated the cytotoxic potential of 1a, alone or formulated with β- and HP- β-CDs or Pluronic F127, against CRC cells. Remarkably, 1a formulations demonstrated more sustained antitumoral activity toward CRC cells. Hence, β-CD, HP-β-CD and Pluronic F127 might be excellent vehicles to improve pharmacological properties of organoselenium compounds with solubility issues and volatile nature.