A novel type of surfactants named “host–guest surfactants” were designed and synthesized. The headgroup and hydrophobic tail of the new surfactants are connected by supramolecular interactions rather than covalent bonds. The inclusion complexes of a series of cyclodextrins (CDs) and alkanes/fluoroalkyl-grafted alkanes were synthesized and measured by surface tension, XRD, XPS, TGA, and NMR spectroscopy. The methyl-β-CD/hexadecane complex showed surface activity relative to those conventional hydrogenated surfactants. For the inclusion complex of hydroxypropyl-α-CD/C8F17SO2NHC8H17, the structure was locked by subtle intermolecular recognition, which ensured the surprising surface activity similar to common excellent fluorinated surfactants. This surfactant, which was fabricated from nonsurface-active even insoluble components, showed the prospect that its surface activity might also be destroyed by introducing appropriate small species to extrude the guest from the cavity.