Idebenone (IDE), a synthetic short-chain analogue of coenzyme Q10, is a potent antioxidant able to prevent lipid peroxidation and stimulate nerve growth factor. Due to these properties, IDE could potentially be active towards cerebral disorders, but its poor water solubility limits its clinical application. Octanoyl-β-cyclodextrin is an amphiphilic cyclodextrin (ACyD8) bearing, on average, ten octanoyl substituents able to self-assemble in aqueous solutions, forming various typologies of supramolecular nanoassemblies. Here, we developed nanoparticles based on ACyD8 (ACyD8-NPs) for the potential intranasal administration of IDE to treat neurological disorders, such as Alzheimer’s Disease. Nanoparticles were prepared using the nanoprecipitation method and were characterized for their size, zeta potential and morphology. STEM images showed spherical particles, with smooth surfaces and sizes of about 100 nm, suitable for the proposed therapeutical aim. The ACyD8-NPs effectively loaded IDE, showing a high encapsulation efficiency and drug loading percentage. To evaluate the host/guest interaction, UV-vis titration, mono- and two-dimensional NMR analyses, and molecular modeling studies were performed. IDE showed a high affinity for the ACyD8 cavity, forming a 1:1 inclusion complex with a high association constant. A biphasic and sustained release of IDE was observed from the ACyD8-NPs, and, after a burst effect of about 40%, the release was prolonged over 10 days. In vitro studies confirmed the lack of toxicity of the IDE/ACyD8-NPs on neuronal SH-SY5Y cells, and they demonstrated their antioxidant effect upon H2O2 exposure, as …