This study delves into the interaction between benzodiazepine (BZD) drugs and 2-hydroxypropyl-β-cyclodextrin (2HPβCD), a cyclodextrin (CD) known to improve drug delivery and enhance therapeutic outcomes. We find that the 2HPβCD’s atoms become more rigid in the presence of chlordiazepoxide (CDP), clonazepam (CLZ), and diazepam (DZM), whereas they become more flexible in the presence of nordazepam (NDM) and nitrazepam (NZP). We also investigated the structure of 2HPβCD and found that loading these drugs increases both the area and volume of the 2HPβCD cavity, making it more suitable for drug delivery. Moreover, this research found that all drugs exhibited negative values for the binding free energy, indicating thermodynamic favorability and improved solubility. The binding free energy order of the BZDs was consistent in both molecular dynamics and Monte Carlo methods, with CDP and DZM having the highest affinity for binding. We also analyzed the contribution of different interaction energies in binding between the carrier and the drugs and found that Van der Waals energy is the primary component. Our results indicate that the number of hydrogen bonds between 2HPβCD/water slightly decreases in the presence of BZDs, but the hydrogen bond’s quality remains constant.