Clay mineral colloids play important roles in the adsorption of polar organic contaminants in the environment. Similarly, cyclodextrins (CD) can entrap poorly water-soluble organic compounds. A combination of CDs and clay minerals affords great opportunities to investigate simultaneously complexation and adsorption processes involving organic contaminants. In this work, we investigated in situ the extent of adsorption and/or complexation of a molecular probe, methyl orange (MO), in CD/sodium montmorillonite systems using UV-visible spectroscopy. The anion form of MO interacts with the clay surface via cationic bridges, whereas the cation form is weakly adsorbed by a cation-exchange mechanism. Further, in acidic media, there is a local competition between MO and the montmorillonite surface for H+ ions. This inhibits protonation of MO in the immediate vicinity of the clay. The presence of CDs, however, perturbs the favored process of proton scavenging by the clay. In particular, in beta CD-clay systems, beta CD-complexed MO can compete successfully with the clay for H+ ions. The shielding effect of beta CD appears to play a key role in preventing the deprotonation of complexed MO.