Prednisolone is a widely used immunosuppressive and anti-inflammatory drug type that suffers from low aqueous solubility and bioavailability. Due to the inclusion complexation with cyclodextrins (CDs), prednisolone’s drawbacks that hinder its potential during the administration can be eliminated effectively. Here, we have early shown the electrospinning of free-standing nanofibrous webs of CD/prednisolone inclusion complexes (ICs) in the absence of a polymer matrix. In this study, hydroxypropyl-beta-CD (HPβCD) has been used to form ICs with prednisolone and generate nanofibrous webs with a drug loading capacity of ∼10% (w/w). Pullulan/prednisolone nanofibrous webs have been also fabricated as a control sample having the same drug loading (∼10%, w/w). It has been demonstrated that prednisolone has been found in an amorphous state in the HPβCD/prednisolone nanofibrous web due to inclusion complexation, while it has retained its crystal structure in the pullulan/prednisolone nanofibrous web. Therefore, the HPβCD/prednisolone IC nanofibrous web has shown a faster and enhanced release profile and superior disintegration feature in artificial saliva than the pullulan/prednisolone nanofibrous web. The complexation energy calculated using ab initio modeling displayed a more favorable interaction between HPβCD and prednisolone in the case of a molar ratio of 2:1 than 1:1 (CD: drug). Here, the HPβCD/prednisolone IC nanofibrous web has been developed without using a toxic component or solvent to dissolve drug molecules and boost drug loading in amorphous nature. The investigation of IC nanofibrous webs has been conducted to formulate a promising alternative to the orally disintegrating tablet formulation of prednisolone in the market. The nanofibrous structure and the improved physicochemical properties of prednisolone arising with the complexation might ensure a faster disintegration and onset of action against commercially available and orally disintegrating delivery systems during the desired treatment.