Densities and heat capacities of water-substrate, water-cyclodextrin, and water-substrate-cyclodextrin systems were determined at 298 K. The substrates studied are sodium n-alkanecarboxylates (CnCOONa) (from sodium acetate to sodium decanoate) and the cyclodextrins are hydroxypropyl-alpha-cyclodextrin (HP-alpha-CD), hydroxypropyl-beta-cyclodextrin, (HP-beta-CD), hydroxypropyl-gamma-cyclodextrin (HP-gamma-CD) and beta-cyclodextrin (beta-CD). The apparent molar volumes and heat capacities of CnCOONa in water were calculated as functions of concentration. The standard partial molar properties agree with those obtained by using the additivity rule. HP-beta-CD essentially does not affect the thermodynamic properties of C1COONa and C2COONa. Contrarily, the formation of the inclusion complex between cyclodextrin and substrate modifies the apparent molar properties. From the standard partial molar properties of the substrate in pure water and in water + HP-beta-CD mixtures and literature values for the equilibrium constant for the inclusion complex formation, the standard partial molar properties of the complex (Y-C(0)) were calculated. The increase of V-C(0) with the number of carbon atoms in the alkyl chain (n) is consistent with the solubilization of methylene groups in the hydrophobic cavity of the cyclodextrin and the expulsion of some water molecules from the cavity. To explain the dependence of Cp-C(0) on n, conformational effects are also invoked. Studies performed as functions of cyclodextrin concentration evidence that micellization occurs provided that all the cyclodextrin is almost complexed and that the dispersed surfactant concentration equals its critical micelle concentration in water. Data in HP-alpha-CD, HP-beta-CD, HP-gamma-CD, and beta-CD indicate that the size cavity of the cyclodextrin strongly affects the thermodynamics of the inclusion complex formation while the nature of the hydrophilic shell of the cyclodextrin does not.