Recently a great interest in the field of protein engineering and the design of innovative drug delivery systems employing specific ligands such as cyclodextrins is observed. The paper reports the solid state, thermal method for protein coupling with β-cyclodextrin and the physicochemical and biological properties of the obtained conjugates. The structure of the obtained conjugates was investigated via liquid chromatography-mass spectrometry, dynamic light scattering and circular dichroism analysis. The presented conjugates were biologically active and covalently bound β-cyclodextrin preserved the ability to form inclusion complexes with the model compound. This report demonstrates the great potential of cyclodextrin as a modifying unit that can be used to modulate the properties of therapeutic proteins, additionally giving such conjugates the possibility to transport many therapeutic substances in the form of inclusion complexes. In addition, the paper presents the potential of protein-cyclodextrin conjugates to construct innovative bioactive molecules for biological and medical applications.Electronic supplementary materialThe online version of this article (doi:10.1007/s10847-017-0706-8) contains supplementary material, which is available to authorized users.