Owing to the internal cavity of cyclodextrins, they are very notable to form the inclusion complexes with various drugs. In present work, the binding of trimethoprim (TMP) drug with native α-, β-, and γ-cyclodextrins (CDs) were systematically examined using the isothermal titration calorimetry (ITC), spectroscopic {UV–visible, nuclear magnetic resonance (NMR)} methods, dynamic light scattering (DLS) and molecular modeling of the complex formed by host (cyclodextrins) and guest (trimethoprim) molecules. The stability of the TMP-CDs inclusion complexes increases in the following order: α-CD < γ-CD < β-CD. UV–visible and ITC measurements show similar binding affinity i.e., of the order 104 M−1 indicating the better fitting of TMP drug molecules into β-CD. The NMR (DOSY) experimental results also depicted the maximum change of TMP diffusion rate in the case of complexation of TMP with β-CD followed by γ-CD. It is also clear from the molecular docking and DLS studies that β-CD interact more with the guest molecule. The transfer values (∆tV2o) are positive increased with the complexity of CDs as: α- < β- < γ-CDs, indicating that there is greater ability of β-CD and γ-CD to interact strongly with trimethoprim as compared to α-CD.