Sorafenib (Sor), an effective chemiotherapeutic drug utilized against hepatocellular carcinoma (HOC), robustly interacts with nonionic amphiphilic cyclodextrin (aCD, SC6OH), forming, in aqueous solution, supramolecular complexes that behave as building blocks of highly water-dispersible colloidal nanoassemblies. SC6OH/Sor complex has been characterized by complementary spectroscopic techniques, such as UV-vis, steady-state fluorescence and anisotropy, resonance light scattering and H-1 NMR. The spectroscopic evidences and experiments carried out in the presence of an adamantane derivative, which competes with drug for CD cavity, agree with the entrapment of Sor in aCD, pointing out the role of the aCD cavity in the interaction between drug and amphiphile. Nanoassemblies based on SC6OH/Sor display size of similar to 200 nm, negative zeta-potential (zeta = -11 mV), and both maximum loading capacity (LC similar to 17%) and entrapment efficiency (EE similar to 100%). Kinetic release profiles show a slower release of Sor from nanoassemblies with respect to the free drug. SC6OH/Sor nanoassemblies have very low hemolytic activity and high efficiency in vitro in decreasing cell growth and viability of HOC cell lines, such as HepG2, Hep3B, and PLC/PRF/5, opening promising chances to their in vivo applications.