The absorption of volatile organic compounds (VOCs) using supramolecular deep eutectic solvents (SUPRADES), composed of randomly methylated β-cyclodextrin (RAMEB) and conventional organic solvents, was systematically investigated from vapor-liquid experiments to molecular dynamic simulations. The obtained partition coefficients suggest that the combination of RAMEB and ethylene glycol (REG, mole ratio 1:40) significantly improves the absorption ability of ethylene glycol (EG), making REG even the most efficient absorbent for chloroform and limonene. By studying the key factors affecting the absorption process, we found that increasing the concentration of VOCs in the gas phase, lowering the absorption temperature or reducing the water content of the absorbent are effective in improving absorption. Regeneration test shows that the absorption ratio of chloroform using REG is maintained around 99% under six absorption–desorption cycles, highlighting its high absorption efficiency and stability. The absorption mechanism was then deeply explored by molecular dynamic simulation. It was found that the hydrogen bond between RAMEB and EG hinders the aggregation of neighboring RAMEB molecules, helping RAMEB to form stable and homogeneous solvent with EG. In addition, the interaction energy analysis demonstrates that van der Waals forces contribute the most to the absorption of chloroform by REG. Finally, the radical distribution function analysis was used to visualize the 2-dimensional molecule distribution of SUPRADES systems and the spatial distribution analysis verified the formation of RAMEB/chloroform inclusion complexes in the absorption process. The obtained results indicate that REG is a highly efficient and easy recyclable solvent for VOCs absorption.