In this work, a theoretical study of the host–guest inclusion process involving the vanillic acid (VA) into α-cyclodextrin (α-CD) was investigated by the semi empirical methods PM6 and its modern variant PM6-D3H4 and density functional theory with the BP86-D3/6-31G+(d,p) functional to elucidate the relationship between host, guest and their molecular structures. According to the results from theoretical calculation, the model in which the VA molecule points it’s the carboxylic acid group toward the wider rim of α–CD is energetically preferred. The global reactivity descriptors were calculated and analyzed. The electronic transitions of the two complexes computed with the TD-DFT approach on the optimized geometries at BP86-D3/6-31G+ (d, p) level of theory including the CPCM model were investigated. Finally, quantum theory of atoms in molecules (QTAIM) analysis, the non-covalent interactions analysis (NCI) and the independent gradient model (IGM) results confirms that the van der Waals interactions and hydrogen bonds play a major role in the stabilization of the complexes.