A solid complex between 1,3,3-trinitroazetidine (TNAZ) and beta-cyclodextrin has been isolated for the first time and characterized by the application of solution and solid-state NMR techniques, Raman spectroscopy, and differential scanning calorimetry experiments. All the techniques show clear differences in properties of the solid product from those of a simple physical mixture of the components, and when taken together, they provide convincing evidence for the complex formation.