Polydatin is the main bioactive ingredient in many medicinal plants, such as Hu-zhang (Polygonum cuspidatum), with many bioactivities. However, its poor aqueous solubility restricts its application in functional food. In this work, 6-O-α-Maltosyl-β-cyclodextrin (Malt-β-CD), a new kind of β-CD derivative was used to enhance the aqueous solubility and stability of polydatin by forming the inclusion complex. The phase solubility study showed that polydatin and Malt-β-CD could form the complex with the stoichiometric ratio of 1:1. The supermolecular structure of the polydatin/Malt-β-CD complex was characterized by ultraviolet-visible spectroscopy (UV), Fourier transform infrared spectroscopy (FT-IR), X-ray diffractometry (XRD), thermogravimetric/differential scanning calorimetry (TG/DSC), and proton nuclear magnetic resonance ((1) H-NMR) spectroscopy. The changes of the characteristic spectral and thermal properties of polydatin suggested that polydatin could entrap inside the cavity of Malt-β-CD. Furthermore, to reasonably understand the complexation mode, the supermolecular structure of polydatin/Malt-β-CD inclusion complex was postulated by a molecular docking method based on Autodock 4.2.3. It was clearly observed that the ring B of polydatin oriented toward the narrow rim of Malt-β-CD with ring A and glucosyl group practically exposed to the wide rim by hydrogen bonding, which was in a good agreement with the spectral data.