Interaction between the branched poly(etylene oxide)-containing cyclodextrins and nonionic surfactant Triton X-100 was studied. Amphiphilic character of substituted cyclodextrins where poly(etylene oxide) fragments serve as the hydrophilic moiety and outer cyclodextrin surface, as the hydrophobic moiety. Using two groups of experimental methods, it was shown that substituted β-cyclodextrin forms inclusion complexes with hydrophilic poly(ethylene oxide) fragment of Triton X-100 molecule, surfactant molecules being incorporated into a micelle composition. The first group of these methods includes viscometry of solutions and measurement of rotational diffusion coefficient, while the other group (tensiometry, gel permeation chromatography, and spectrophotometry) makes it possible to determine colloidal properties of components. The modified micelles consist of nonionic surfactant molecules, whose outer ends are strung with molecules of substituted cyclodextrins; moreover, their structure resembles that of dendrimers due to arising branchings. Note that the self-assembly method was employed to prepare such dendrimers for the first time.