Cyclodextrins (CDs) ate investigated for their ability to form inclusion complexes with the analgesic fentanyl and three similar molecules: acetylfentanyl, thiofentanyl, and acetylthiofentanyl. Stoichiometry, binding strength, and complex structure are revealed through nuclear magnetic resonance (NMR) techniques and discussed in terms of molecular dynamics (MID) simulations. It was found that beta-cyclodextrin is generally capable of forming the strongest complexes with the fentanyl panel. Two-dimensional NMR data and computational chemical calculations are used to derive solution-state structures of the complexes. Binding of the fentanyls to the CDs occurs at the amide phenyl ring, leaving the majority of the molecule solvated by water, an observation common to all four fentanyls. This finding suggests a universal binding behavior, as the vast majority of previously synthesized fentanyl analogues contain this structural moiety. This baseline study serves as the most complete work on CD:fentanyl complexes to date and provides the insights into strategies for producing future generations of designer cyclodextrins capable of stronger and more selective complexation of fentanyl and its analogues.