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Fucoxanthin (Fx) possesses multiple bioactivities such as antitumor, antioxidant and anti-inflammatory activities, but its application is limited due to the poor water solubility, low bioavailability, and instability to some external harsh conditions. In this study, a stable inclusion complex of Fx and 2-hydroxypropyl-β-cyclodextrin (2-HP-β-CD) was prepared with the aid of ultrasound, which was characterized by scanning electron microscope, Fourier transform infrared spectroscopy, powder X-ray diffraction, and differential scanning calorimetry techniques. The phase solubility analysis and absorption spectroscopy results showed that Fx formed stoichiometry 1:2 inclusion complex with 2-HP-β-CD, and this could be well proved by molecular simulation. Structural analyses and molecular docking study indicated that Fx was successfully encapsulated into the cavity of 2-HP-β-CD, promoting it soluble in water and stable against heat, storage and gastrointestinal environments. In addition, Fx/2-HP-β-CD inclusion complex exhibited excellent antitumor activity against HCT116 and Caco-2 cell lines with IC50 values of 12.0 μΜ and 14.86 μΜ, respectively. Therefore, it could be a potentially promising way to promote the application of Fx in pharmaceuticals and functional foods by HP-β-CD encapsulation strategy.