Herein we describe inclusion complexes of commercial sunscreens in cyclodextrins and montmorillonites to generate new sunscreen derivatives with optimized functional properties such as water resistance and skin adherence. Four cyclodextrins (alpha-, beta-, and gamma-cyclodextrin, and beta-dimethyl cyclodextrin) and two montmorillonites (sodium and alkylammonium) were investigated for encapsulating some commercial sunscreens. Our results reveal a good yield and inclusion products with functional properties obtained by using kneading technique on Eusolex 2292 and Eusolex 6007 in beta-cyclodextrin and solubilization method on Eusolex 6007 and NeoHeliopan MA in montmorillonite. In addition, molecular modeling studies indicated flexibility as important for the intercalation of the host molecule.