Galloylated catechins, the most important secondary metabolites in green tea including (−)-epigallocatechin-3-gallate (EGCG) and (−)-epicatechin-3-gallate, constitute nearly 75% of all tea catechins and have stronger health effects than non-galloylated catechins such as (−)-epigallocatechin and (−)-epicatechin. EGCG is the most abundant, active, and thoroughly investigated compound in green tea, and its bioactivity might be improved by complexing with β-cyclodextrin (β-CD). We investigated interactions between four catechins and β-CD in a PBS buffer solution of pH 6.5 at 25 °C using biolayer interferometry and isothermal titration calorimetry, and to determine whether β-CD could enhance the anti-osteoclastogenesis effect of EGCG. β-CD could directly bind galloylated catechins at a stoichiometric ratio close to 1 : 1, with high specificities and affinities, and these inclusion interactions were primarily enthalpy-driven processes. We synthesized the EGCG–β-CD complex and identified it using infrared radiation and nuclear magnetic resonance spectra. Interestingly, we revealed that the EGCG–β-CD complex could inhibit osteoclastogenesis significantly more than EGCG.