The weakly coordinating binary macropolyhedral anion closo,closo-[B21H18]- (B21; D3h symmetry) has been synthesized using a simplified strategy compared to that in the literature. While gas-phase complexes of B21 with β- and γ-cyclodextrin (CD) were detected using ESI FT-ICR spectrometric measurements, α-CD did not bind to the B21 guest. This spectroscopic evidence has been interpreted using quantum-chemical computations, showing that β- and γ-CD are able to interact with B21 due to their larger cavities, in contrast to the smaller α-CD. The hydridic B-H vectors of the B21 anion interact with K+ counterions and, via dihydrogen bonding, also with the partially positively charged hydrogens of the CD sugar units in the modeled β- and γ-CD complexes. In summary, it has been shown by combined spectrometric/computational analysis that macropolyhedral boron hydride anions with two counterions can form stable complexes with β- and γ-CD in the gas phase, offering a new perspective for the future investigation of this remarkable anion in the areas of supramolecular and medicinal chemistries.