Supramolecular chemistry of cyclodextrins (CDs) inclusion complexes is a hot research topic at present, but current studies often focus on the host-guest interaction between CDs and hydrophobic substances, while ignoring the self-assembly behavior of the host and guest during the inclusion process. Based on the spatial structures, six representative terpenes were selected in this study, and the stoichiometric ratio between terpenes and β-cyclodextrin (β-CD) was investigated by isothermal titration calorimetry (ITC) method. Meanwhile, the constructed inclusion complexes (ICs) were characterized by nuclear magnetic resonance, X-ray diffraction, scanning electron microscope, etc. On this basis, the assembly process of β-CD and terpenes was investigated firstly by molecular simulation method, and the inclusion process between β-CD and terpenes was further studied in terms of the formation of individual ICs and ICs aggregates. Results showed that hydrophobic interaction and van der Waals force were the main driving forces of the reaction between terpenes and β-CD, and the formation of ICs, β-CD molecule aggregation, terpene aggregation, and ICs aggregation occurred simultaneously during the inclusion process of terpenes and β-CD. To sum up, this study may provide certain thinking and reference for the subsequent supramolecular chemical research on CDs.