A novel synthetic methodology, employing a combination of the strain-promoted azide-alkyne cycloaddition and maleimide-thiol reactions, for the preparation of permethylated β-cyclodextrin-linker-peptidyl conjugates is reported. Two different bifunctional maleimide cross-linking probes, the polyethylene glycol containing hydrophilic linker bicyclo[6.1.0] nonyne-maleimide and the hydrophobic 5'-dibenzoazacyclooctyne-maleimide, were attached to azide-appended permethylated β-cyclodextrin. The successfully introduced maleimide function was exploited to covalently graft a cysteine-containing peptide (Ac-Tyr-Arg-Cys-Amide) to produce the target conjugates. The final target compounds were isolated in high purity after purification by isocratic preparative reverse-phase high-performance liquid chromatography. This novel synthetic approach is expected to give access to many different cyclodextrin-linker peptides.