Ethyl vanillin (EVA) is one of the most popular spices in the world, but it is unstable and is prone to lose its aroma. Host–Guest encapsulation by supramolecular hosts can improve stability of fragrance molecules and endow them with excellent heat-controlled release properties to satisfy requirements in food, cosmetic and tobacco, etc. Herein, two acyclic cucurbit[n]urils (ACBs, M1 and M2) inclusion complexes of EVA were prepared. Their binding behaviors were investigated by 1 H NMR, SEM, XRD, FT-IR and TGA. The stoichiometric ratio was 1:1 by Job’s plot and the binding constant was determined by fluorescence titration. The intermolecular interaction between host and guest was studied by 2D-ROESY NMR and the inclusion mode was proposed. Finally, the heat-controlled release experiment indicated that the inclusion complexes of ACBs/EVA possess less volatilization at higher temperature, longer retention time and heat-controlled release. This study provides theoretical and technical guidance for expanding the application of EVA.