Supramolecular structures are formed by holding two or more molecules without covalent bonds. Although rotaxanes are not supramolecular species but real molecules, the interactions existing between the fragments composing rotaxanes are of the same type of those in supramolecular species. Rotaxanes and cyclodextrins are the two structures being considered in this review. The contribution of the authors in the study of these two classes of compounds by computational techniques will be presented. Aspects like geometry of the complex (bimodality), estimation of association constants, conformational changes produced by the complexation, enantiodifferentiation, changes in the molecular reactivity, formation of aggregates, shuttling of the rotaxanes, and the energetic aspects and the geometry of cyclodiastereomeric rotaxanes are also discussed.