The supramolecular complexes of ecdysterone (20E), an active ingredient of many adaptogenic and anabolic drugs, with 2-hydroxypropyl-β-cyclodextrin (2-HP-β-CD) and disodium salt of glycyrrhizic acid (Na2GA) were prepared by mechanochemical method throw the formation of solid dispersion (SD) of components. These complexes have been studied, both in solutions and solid state by various physicochemical methods, 1H NMR spectroscopy, HPLC, differential scanning calorimetry and X-ray diffraction analysis in comparison with the initial ecdysterone. It was found that the water solubility of 20E at 37 °C was increased by 3.0 and 2.7 times for 20E/2-HP-β-CD and 20E/Na2GA complexes, respectively. Also, the transmembrane permeability of E20 and its supramolecular complexes through artificial membranes has been evaluated by PAMPA assay. The results indicate the prospects of using 20E/2-HP-β-CD and 20E/Na2GA complexes for increasing absorption in the gastrointestinal tract. In addition, the advantages of green mechanochemical technology of inclusion complexes preparation have been demonstrated.