The inclusion compounds of α-, β- and γ-cyclodextrins (α-CD, β-CD and γ-CD) with trans-cinnamic acid (t-CIA), 3-hydroxy-trans-cinnamic acid (t-3OHCIA), 4-hydroxy-trans-cinnamic acid (t-4OHCIA) and 3,4-dihydroxy-trans-cinnamic acid (t-3,4OHCIA) were prepared and characterized, in the solid state, by means of thermogravimetry and Raman spectroscopy. The effects of the inclusion process on the guest molecules and on the hydrogen bond interactions of the guest were studied by monitoring sensitive vibrational modes, such as CO, CC and ring CH stretching modes. By combining Raman and TG data with ab initio calculations and information from CSD database on similar compounds, inclusion geometries for the different compounds are proposed. The size of the host cavity and the maximization of host/guest hydrogen-bonding contacts appear to be the main factors determining the inclusion geometries.