Electrokinetic chromatography (EKC) allows the separation of closely related substances by the detection of fine effects in analyte-separation system interactions. With the goal of understanding the fine effects involved in separation using a dual cyclodextrin-microemulsion EKC system, an integrated study of NMR and molecular modeling was carried out. The above dual cyclodextrin-microemulsion system was previously used in the separation of clemastine and its related substances and was prepared by the addition of methyl-beta-cyclodextrin (M beta CD) and heptakis(2,6-di-O-methyl)-beta-cyclodextrin (DM beta CD) to an oil-in-water microemulsion. The use of DM beta CD was shown to be essential in the separation of clemastine from one of its related substance (I-B). A molecular modeling study allowed the different affinities of clemastine and I-B for the two cyclodextrins to be explained. Furthermore, rotating-frame Overhauser effect spectroscopy NMR experiments clearly indicated that besides the primary pseudostationary phase, namely the ionic microemulsion, cyclodextrins acted as a secondary pseudostationary phase. In addition, it was shown that inclusion complexation of sodium dodecyl sulfate (SDS) monomers into the cyclodextrins cavity occurs; differently, the oil (n-heptane) used in the preparation of microemulsion system resulted to be not included into the macrocycle cavity. These experimental results were supported by molecular modeling, which highlighted the preferential inclusion of SDS into DM beta CD. On the basis of these results, it was confirmed that, besides its primary role as the ionic carrier in EKC, SDS is involved in inclusion equilibria toward CDs, which can be effective in increasing the system selectivity.