Menthol inclusion complexes (ICs) have addressed a range of opportunities in food applications due to their volatile resistance. However, previous protocols used for their synthesis give low yields and high industrial application costs. In the present investigation, metal–organic frameworks based on β-cyclodextrin (β-CD-MOF) have been prepared for the molecular encapsulation of menthol. Menthol/β-CD-MOF-IC was synthesized under the optimized parameters, after which release behavior was studied. In this optimized manner, a higher menthol capacity was obtained in which the menthol content and encapsulation efficiency were 27.1 and 30.6%, respectively. Compared with menthol/β-CD-IC, menthol/β-CD-MOF-IC is resistant to high temperature, but sensitive to moisture. In a simulated oral release experiment, the rate of menthol release from different samples followed the order of: pure menthol > β-CD > β-CD-MOF, which can be attributed to two mechanisms: non-specific binding and site preference. We propose that β-CD-MOF can be used as a promising delivery system for aroma compounds.