Linoleic acid (LA) being an unsaturated fatty acid is particularly exposed to disadvantageous, oxidation-linked changes. As a result of oxidative processes, many detrimental substances, i.e. primary and secondary products of oxidation, are produced that have a harmful impact on health. Some of them are responsible for the rancid, undesirable smell and taste of food products. Therefore, it is necessary to search effective methods that improve the oxidative stability of polyunsaturated fatty acids, and, concurrently, positively impact the quality of eaten fats. In this paper, the ability was utilized of β-cyclodextrin to form host-guest complexes with other compounds. The results of the research confirmed the possibility to form stable inclusion complexes between the linoleic acid and β-cyclodextrin. Regarding the samples kept at a high temperature, the results obtained showed a significant improvement of the stability of linoleic acid in the form of a complex with β-cyclodextrin compared to the non-encapsulated linoleic acid; in the case of the latter, considerable amounts of products were found that were formed during the degradation of polyene acid under analysis.