Recently, new cyclodextrin derivatives were synthesized and shown to exhibit strong amphiphilic properties. In this paper, we study the action of these new amphiphilic cyclodextrins on phospholipids. Mixed phospholipid/cyclodextrin derivative films were prepared and studied using X-ray reflectivity for various phospholipid/cyclodextrin ratios. A molar ratio of 3 provides a highly stable film the molecular structure of which has been investigated in detail. The cholesterol tail of the cyclodextrin molecule was found to be anchored into the phospholipid film. The cyclodextrin moieties exposed to the aqueous medium are prone to the addition of the guest molecule Dosulepin, making them of high interest for drug delivery. For this purpose and as an example of a potential application, this cyclodextrin molecular carrier property is also addressed to this complex film architecture.