Cyclodextrins (CDs) are cyclic oligosaccharides mainly composed of six, seven, and eight glucose units, so-called α-, β-, and γ-CDs, respectively. They own a very particular molecular structure exhibiting hydrophilic features thanks to primary and secondary rims and delimiting a hydrophobic internal cavity. The latter can encapsulate organic compounds, but the former can form supramolecular complexes by hydrogen-bonding or electrostatic interactions. CDs have been used in catalytic processes to increase mass transfer in aqueous–organic two-phase systems or to prepare catalysts. In the last case, interaction between CDs and metal salts was considered to be a key point in obtaining highly active catalysts. Up to now, no work was reported on the investigation of factors affecting the binding of metal to CD. In the study herein, we present the favorable combination of electrospray ionization coupled to mass spectrometry [ESI-MS(/MS)] and density functional theory molecular modeling [B3LYP/Def2-SV(P)] to delineate some determinants governing the coordination of first-row divalent transition metals (Mn2+, Co2+, Ni2+, Cu2+, and Fe2+) and one post-transition metal (Zn2+) with α-, β-, and γ-CDs. A large set of features concerning the metal itself (ionic radius, electron configuration, and spin state) as well as the complexes formed (the most stable conformer, relative abundance in MS, CE50 value in MS/MS, binding energy, effective coordination number, average bond lengths, binding site localization, bond dissociation energies, and natural bond orbital distribution) were screened. Taking into account all of these properties, various selectivity rankings have been delineated, portraying differential association/dissociation behaviors. Nonetheless, unique 3D topologies for each CD–metal complex were emphasized. The combination of these approaches brings a stone for building a compendium of molecular features to serve as a suitable descriptor or predictor for a better first round rationalization of catalytic activities.