The interactions of ionic liquids (ILs) 1-alkyl-3-methylimidazolium hexafluorophosphate (C(n)mimPF(6), n = 2, 4, 6, 8) with β-cyclodextrin (β-CD) in aqueous solutions are investigated in this article. The stoichiometry and apparent association constants were obtained by the competitive fluorescence method, NMR measurements, and isothermal titration calorimetry (ITC). The results showed that C(2)mimPF(6), C(4)mimPF(6), and C(6)mimPF(6) form 1:1 (guest:host) inclusion complexes with β-CD whereas the 1:2 inclusion complex can be formed between C(8)mimPF(6) and β-CD. We studied the existence state of the ILs and found that they exist mainly as separated ions with a minor percentage existing as associated ion pairs within the concentration studied. By ESI/HRMS, the coexistence of different complexes including C(n)mim(+)·PF(6)(-)-β-CD, C(n)mim(+)-β-CD (or C(n)mim(+)-β-CD(2)), and PF(6)(-)-β-CD was observed. It is also deduced that the intermediate complex, (β-CD-cation)·(anion-β-CD), may dissociate into cation-β-CD and anion-β-CD complexes. Thermodynamic parameters determined by ITC indicate that, while the inclusion process for C(6)mimPF(6)/β-CD complex is entropy and enthalpy driven, the interactions of other C(n)mimPF(6) (n = 2, 4, 8) with β-CD are enthalpy controlled. Based on these results, a more comprehensive pattern involving multiple equilibria on the interaction between C(n)mimPF(6) and β-CD in aqueous solutions is presented herein.