To improve their biological activity, complexes [Cu(bipy)(dmtp)2(OH2)](ClO4)2·dmtp (1) and [Cu(phen)(dmtp)2(OH2)](ClO4)2·dmtp (2) (bipy 2,2′-bipyridine, phen: 1,10-phenantroline, and dmtp: 5,7-dimethyl-1,2,4-triazolo [1,5-a]pyrimidine) were included in β-cyclodextrins (β-CD). During the inclusion, the co-crystalized dmtp molecule was lost, and UV-Vis spectra together with the docking studies indicated the synthesis of new materials with 1:1 and 1:2 molar ratios between complexes and β-CD. The association between Cu(II) compounds and β-CD has been proven by the identification of the components’ patterns in the IR spectra and powder XRD diffractograms, while solid-state UV-Vis and EPR spectra analysis highlighted a slight modification of the square-pyramidal stereochemistry around Cu(II) in comparison with precursors. The inclusion species are stable in solution and exhibit the ability to scavenge or trap ROS species (O2·− and HO·) as indicated by the EPR experiments. Moreover, the two inclusion species exhibit anti-proliferative activity against murine melanoma B16 cells, which has been more significant for (2)@β-CD in comparison with (2). This behavior is associated with a cell cycle arrest in the G0/G1 phase. Compared with precursors, (1a)@β-CD and (2a)@β-CD exhibit 17 and 26 times more intense activity against planktonic Escherichia coli, respectively, while (2a)@β-CD is 3 times more active against the Staphylococcus aureus strain.