α-tocopherol is the physiologically most active form of vitamin E, with numerous biological activities, such as significant antioxidant activity, anticancer capabilities, and anti-aging properties. However, its low water solubility has limited its potential use in the food, cosmetic, and pharmaceutical industries. One possible strategy for addressing this issue is the use of a supramolecular complex with large-ring cyclodextrins (LR-CDs). In this study, the phase solubility of the CD26/α-tocopherol complex was investigated to assess the possible ratios between host and guest in the solution phase. Next, the host–guest association of the CD26/α-tocopherol complex at different ratios of 1:2, 1:4, 1:6, 2:1, 4:1, and 6:1 was studied by all-atom molecular dynamics (MD) simulations. At 1:2 ratio, two α-tocopherol units interact spontaneously with CD26, forming an inclusion complex, as supported by the experimental data. In the 2:1 ratio, a single α-tocopherol unit was encapsulated by two CD26 molecules. In comparison, increasing the number of α-tocopherol or CD26 molecules above two led to self-aggregation and consequently limited the solubility of α-tocopherol. The computational and experimental results indicate that a 1:2 ratio could be the most suitable stoichiometry to use in the CD26/α-tocopherol complex to improve α-tocopherol solubility and stability in inclusion complex formation.