In this article an inclusion complex of hydrophobic ionic liquid 1-dodecylpyridinium tetrafluoroborate (PyrC12-BF4) and sodium salt of sulfobutyl ether β-cyclodextrin (SB-β-CD) has been synthesized and studied using NMR spectroscopy, UV–Vis spectroscopy, FT-IR, TGA, DSC and XRD. The results of 1H NMR study revealed physicochemical interactions between the hydrophobic alkyl chain of PyrC12-BF4 and protons of the inner cavity of SB-β-CD, as well as between the CH protons of pyridinium cation and the polar SB-β-CD groups. The formation of an inclusion complex has also been revealed by Wilhelmy plate method. The binding constant of the SB-β-CD/PyrC12-BF4 complex determined by the method of Higuchi and Connors was found to be 1210 M–1. According to DSC analysis data, only one endothermic peak is observed in the thermogram of the SB-β-CD/PyrC12-BF4 inclusion complex, thus confirming the formation of a new supramolecular system. Additional characterization methods such as thermal mass spectroscopy and TEM were also applied for characterization of the synthesized complex. Complexation of long-chain pyridinium salt with SB-β-CD can be an efficient approach for the preparation of new antimicrobial formulations with reduced toxicity.