Binding properties of native alpha- and beta-cyclodextrin towards some nitrobenzene derivatives have been studied by means of UV-vis spectrophotometry. The former host is able to form complexes having 1:1 and 1:2 stoichiometric ratios with these guests, while only 1:1 complexes are detected with the latter host. A careful analysis of the thermodynamic parameters for complexation equilibria, under the perspective of the enthalpy-entropy compensation effect, reveals that binding abilities of the two different hosts are subject to different features.