Efficient renewable and nontoxic absorbents can now be designed to eliminate air pollutants such as volatile organic compounds (VOCs) from confined atmospheres. New hybrid materials result from the combination of deep eutectic systems (DESs) with well-known VOC capture agents like β-cyclodextrin (βCD). However, a question arises: does βCD retain its encapsulation ability in DESs? Multiple nuclear magnetic resonance (NMR) techniques are used here to demonstrate the formation of inclusion complexes of βCD with two VOCs, aniline and toluene, in the pure DES reline and in reline/water mixtures. Complexation-induced chemical shift changes and intermolecular host–guest nuclear Overhauser effects (NOEs) in the rotating frame give evidence of genuine encapsulation in the βCD cavity, and complementary information on the dynamics of the VOC is gathered via relaxation and diffusion experiments. This work shows how different NMR techniques can contribute to the design of task-specific sustainable materials for absorption/extraction processes.