Neoponcirin causes anxiolytic-like effects in mice when administered intraperitoneally but not orally. Neoponcirin is non-water-soluble and insoluble in solvents, and in medium acid, it isomerizes, reducing its bioavailability. To improve the pharmacological properties of neoponcirin, we formed a neoponcirin complex with beta-cyclodextrin (NEO/βCD), which was characterized by FT-IR, UV-Vis, and NMR, and their solubility profile. We evaluated the antidepressant-like effects of NEO/βCD acutely administered to mice orally in the behavioral paradigms, the tail suspension (TST) and the forced swimming (FST) tests. We also analyzed the benefits of repeated oral doses of NEO/βCD on depression- and anxiety-like behaviors induced in mice by chronic unpredictable mild stress (CUMS), using the FST, hole board, and open field tests. We determined the stressed mice’s expression of stress-related inflammatory cytokines (IL-1β, IL-6, and TNFα) and corticosterone. Results showed that a single or chronic oral administration of NEO/βCD caused a robust antidepressant-like effect without affecting the ambulatory activity. In mice under CUMS, NEO/βCD also produced anxiolytic-like effects and avoided increased corticosterone and IL-1β levels. The effects of the NEO/βCD complex were robust in both the acute and the stress chronic models, improving brain neurochemistry and recovering immune responses previously affected by prolonged stress.