Nanocage structures derived from decasulfonated β-cyclodextrin (SCD) intercalated ZnAl- and MgAl- layered double hydroxides (LDHs) were prepared through calcination-rehydration reactions. The ZnAl- and MgAl-LDH layers revealed different basal spacings (1.51 nm for SCD-ZnAl-LDH and 1.61 nm for SCD-MgAl-LDH) when contacting SCD, while producing similar monolayer and vertical SCD orientations with cavity axis perpendicular to the LDH layer. The structures of the SCD-LDH and carboxymethyl-β-cyclodextrin (CMCD)-LDH intercalates were fully analyzed and compared, and a structural model for the SCD-LDH was proposed. The thermal stability of SCD after intercalation was remarkably enhanced, with decomposition temperature increased by 230 °C. The adsorption property of the SCD-LDH composites for phenol compounds (the effects of adsorption time and phenol concentration on adsorption) was investigated completely. The monolayer arrangement of the interlayer SCD did not affect the adsorption efficiency toward organic compounds, which verified the highly swelling ability of the layered compounds in solvents. Both composites illustrated preferential adsorptive efficiency for 2,3-dimethylphenol (DMP) in comparison with other two phenols of hydroquinone (HQ) and tert-butyl-phenol (TBP), resulting from appropriate hydrophobicity and steric hindrance of DMP. For the two phenols of HQ and TBP, SCD-MgAl-LDH gave better adsorption capacity compared with SCD-ZnAl-LDH. The double-confinement effect due to the combination of the parent LDH host and intercalated secondary host may impose high selectivity for guests. This kind of nanocage structure may have potential applications as adsorbents, synergistic agents, and storage vessels for particular guests.