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Bicalutamide (BCL) is a nonsteroidal antiandrogen drug that represents an alternative to castration in the treatment of prostate cancer, due to its relatively long half-life and tolerable side effects. However, it possesses a very low water solubility that can affect its oral bioavailability. In this work, we developed inclusion complexes of BCL with the highly soluble hydroxypropyl-β-cyclodextrin (HP-β-CyD) and sulfobutylether-β-cyclodextrin (SBE-β-CyD) to increase the water solubility and anticancer activity of BCL. The inclusion complexes were prepared using the freeze-drying method and were then characterized in a solid state via differential scanning calorimetry and X-ray analysis and in solution via phase-solubility studies and UV-vis and NMR spectroscopy. The BCL/HP-β-CyD and BCL/SBE-β-CyD inclusion complexes were amorphous and rapidly dissolved in water. Both the 1H-NMR spectra and molecular modeling studies confirmed the penetration of the 2-(trifluoromethyl)benzonitrile ring of BCL within the cavity of both cyclodextrins (CyDs). Due to the consistent improvement of the water solubility of BCL, the inclusion complexes showed higher antiproliferative activity toward the human prostate androgen-independent cell lines, DU-145 and PC-3, with respect to free BCL. These results demonstrate the ability of HP-β-CyD and SBE-β-CyD to complex BCL, permitting the realization of liquid formulations with potentially high oral bioavailability and/or possible parenteral administration.