Raman spectra of benzaldehyde (B), 4-Methoxybenzaldehyde (4MeOB), 3-methoxybenzaldehyde (3MeOB), 3-methylbenzaldehyde (3MB) and 3-chlorobenzaldehyde (3CB) included in α-, β- and γ-cyclodextrins (α-, β- and γCD) were recorded. The effects of the inclusion process on the conformational isomerism and on the hydrogen bond interactions of the guests were studied by monitoring sensitive modes, such as the C O and CH stretching modes, among others. Overall, the spectral observations suggest that the inclusion in the small αCD cavity imposes structural restrictions on the guest not observed with the larger βCD and γCD. For the 4MeOB molecule, only the most stable form is included in αCD, whereas for 3CB, the most stable form is completely absent from the αCD complex. Clear evidence of hydrogen bonding interactions with the carbonyl oxygen atom was observed for the 4MeOB·αCD complex. In addition, the presence of a C—H···OC hydrogen bond in the B·αCD structure is suggested by the changes observed in the region of the CH stretching modes.