Melatonin (MT) is a molecule of paramount importance in all living organisms, due to its presence in many biological activities, such as circadian (sleep–wake cycle) and seasonal rhythms (reproduction, fattening, molting, etc.). Unfortunately, it suffers from poor solubility and, to be used as a drug, an appropriate transport vehicle has to be developed, in order to optimize its release in the human tissues. As a possible drug-delivery system, β-cyclodextrin (βCD) represents a promising scaffold which can encapsulate the melatonin, releasing when needed. In this work, we present a computational study supported by experimental IR spectra on inclusion MT/βCD complexes. The aim is to provide a robust, accurate and, at the same time, low-cost methodology to investigate these inclusion complexes both with static and dynamic simulations, in order to study the main actors that drive the interactions of melatonin with β-cyclodextrin and, therefore, to understand its release mechanism.