The development of novel nanomaterials that provide an efficient encapsulation and protection for the active food additives is one of the main focuses of current research efforts at food application areas. From this point of view, in this study, nanofibrous webs from inclusion complexes (IC) of modified cyclodextrins (hydroxypropyl-beta-cyclodextrin (HP beta CD), hydroxypropyl-gamma-cyclodextrin (HP gamma CD) and methyl-beta-cyclodextrin (M beta CD)) and essential oils compound (i.e. thymol) was produced through electrospinning technique. While pure thymol has a highly volatile nature, the volatility of thymol was effectively suppressed by the inclusion complexation and similar to 88-100% (w/w) of thymol was preserved in electrospun thymol/cyclodextrin inclusion complex nanofibers (Thymol/CD-IC NF). The aqueous solubility enhancement for hydrophobic thymol was demonstrated by phase solubility diagram which also suggested the 1:1 M inclusion complexation between thymol and CD molecules. Besides, Thymol/CD-IC NF displayed quite fast disintegration in water compared to poorly water soluble thymol. By inclusion complexation, high temperature stability for volatile thymol was achieved for Thymol/CD-IC NF samples. The loading of thymol in Thymol/CD-IC NF conferred DPPH radical scavenging ability to these nanofibrous webs. So, the Thymol/CD-IC NF have shown antioxidant activity along with enhanced water solubility and high thermal stability of thymol. In brief, encapsulation of essential oil compounds such as thymol in electrospun CD-IC nanofibers can promote its potential application in food and oral-care products by associating the large surface area of nanofibrous webs along with CD inclusion complexation which provides enhanced water solubility and antioxidant property, and high temperature stability for thymol.