The purpose of this study was to design cyclodextrin (CyD)-based pseudorotaxane-like supramolecular complexes with various isoprenoid compounds, such as reduced coenzyme Q10 (R-CoQ10), squalene, tocotrienol, and teprenone, and to evaluate their pharmaceutical properties. Squalene, tocotrienol, and teprenone formed precipitates with β-CyD and γ-CyD in aqueous solution, whereas R-CoQ10 formed precipitates with γ-CyD aqueous solution. The results of powder X-ray diffraction and (1)H-NMR analyses indicated that these precipitates are derived from pseudorotaxane-like supramolecular complexes. The photostability of teprenone was markedly improved by complexation with CyDs, especially in the γ-CyD system. In addition, the dispersion rates of teprenone in the γ-CyD system were higher than those in the β-CyD system, compared with the corresponding physical mixtures. In conclusion, pharmaceutical properties such as photostability and dispersion rates of isoprenoid compounds were improved by the formation of pseudorotaxane-like supramolecular complexes with β-CyD and/or γ-CyD.