Essential oils (EOs) and aromas have long been used in the perfume, cosmetic, pharmaceutical and food industries. Yet, aside their poor solubility and instability, their high volatility limits their application. Their encapsulation in cyclodextrins (CDs) or their solvation in deep eutectic solvents (DESs) are two efficient strategies to resolve such problems. Thus, the present study aims to investigate the retention ability of the combination of DESs and CDs towards a wide variety of EOs and aromas. Thus, the capacity of formulations combining choline chloride:urea (ChCl:U) DES, CDs and water to retain and decrease the volatility of twenty EOs and twenty-one aromas was examined. Also, the formation constants (Kf) of CD/aroma inclusion complexes in this new non-conventional medium were determined. Results showed that ChCl:U DES:water 70:30 wt% mixed with 10 wt% CD had an efficient ability to retain all the studied EOs and aromas. Also, the addition of CDs in this mixture was shown to be advantageous in improving the efficiency of the formulation even if lower complexation ability towards the aromas was observed compared to water. Altogether, the obtained results will encourage the use of DES:water:CD mixtures for the incorporation of EOs and aromas in different preparations.