In the presented studies, the interactions between ezetimibe (EZE) and selected cyclodextrins were investigated. α-Cyclodextrin (αCD), β-cyclodextrin (βCD) and its modified derivatives, hydroxypropyl-β-cyclodextrin (HPβCD) and sulfobutylether-β-cyclodextrin (SBEβCD), were selected for the research. Measurements were carried out using calorimetric and spectroscopic methods. Additionally, the Hirshfeld surface and biochemical analysis were achieved. As a result of the study, the inclusion complexes with 1:1 stoichiometry were obtained. The most stable are the complexes of β-cyclodextrin and its derivatives. The comparison of βCD with its derivatives shows that the modifications have an affect on the formation of more durable and stable complexes.