Amphiphilic cyclodextrins (CDs) are good candidates to functionalize natural membranes as well as synthetic vesicles. In this paper, we describe the synthesis of the amphiphilic permethylated monocholesteryl alpha-CD (TASC). Its interfacial behavior is compared with that of the permethylated mono- and dicholesteryl beta-CD analogues (TBSC and TBdSC). Langmuir isotherms suggest a reorganization upon compression for all compounds, which is quantified using neutron as well as X-ray reflectivity. The in-plane structure is characterized by atomic force microscopy (AFM) on monolayers deposited on solid substrates. A model involving a reorientation of the CD with respect to the interface to adjust its conformation to the available area per molecule is proposed. Although we observe for TBSC a rearrangement similar to TASC and TBdSC, it is already achieved at lower surface pressures compared with its disubstituted derivative. This specific behavior is explained by an increased structural flexibility and compressibility compared with TBdSC and TASC. The average number of water molecules per CD was determined using the neutron data and validated from X-ray data, which also allows the determination of the CD's molecular volume. The permethylated CD molecules are strongly hydrated in the film, but the alpha-CD analogue is less hydrated than the beta-CD derivatives, and hydration decreases with compression.