Biological host molecules such as β-cyclodextrins (β-CDs) have been used to remove cholesterol guests from membranes and artery plaques. In this work, we calibrated the host-guest intermolecular mechanical forces (IMMFs) between cholesterol and cyclodextrin complexes by combining single-molecule force spectroscopy in optical tweezers and computational molecular simulations for the first time. Compared to native β-CD, methylated beta cyclodextrins complexed with cholesterols demonstrated higher mechanical stabilities due to the loss of more high-energy water molecules inside the methylated β-CD cavities. This result is consistent with the finding that methylated β-CD is more potent at solubilizing cholesterols than β-CD, suggesting that the IMMF can serve as a novel indicator to evaluate the solubility of small molecules such as cholesterols. Importantly, we found that the force spectroscopy measured in such biological host-guest complexes is direction-dependent: pulling from the alkyl end of the cholesterol molecule resulted in a larger IMMF than that from the hydroxyl end of the cholesterol molecule. Molecular dynamics coupled with umbrella sampling simulations further revealed that cholesterol molecules tend to enter or leave from the wide opening of cyclodextrins. Such an orientation rationalizes that cyclodextrins are rather efficient at extracting cholesterols from the phospholipid bilayer in which hydroxyl groups of cholesterols are readily exposed to the hydrophobic cavities of cyclodextrins. We anticipate that the IMMF measured by both experimental and computational force spectroscopy measurements help elucidate solubility mechanisms not only for cholesterols in different environments but also to host-guest systems in general, which have been widely exploited for their solubilization properties in drug delivery, for example.