Quercetin/gamma-cyclodextrin inclusion complex (quercetin/γ-CD-IC)-encapsulated electrospun zein nanofibers were designed as a quick and an efficient antioxidant nanofibrous material via electrospinning. Structural and thermal analyses along with the solubility enhancement as observed in phase-solubility diagram support the successful formation of the inclusion complexation between quercetin and γ-CD. The molar ratio of quercetin and γ-CD was found 1:1 in quercetin/γ-CD-IC which was confirmed with experimental (phase solubility and 1H-NMR) and computational modeling studies. Computational modeling was also useful to indicate that B orientation is more favorable when quercetin is forming host-guest inclusion complexation with γ-CD from the narrow rim. This result was also consistent with the calculations of the experimental studies performed by 1H-NMR. The successful electrospinning of zein nanofiber encapsulating quercetin/γ-CD-IC (zein-quercetin/γ-CD-IC-NF) yielded bead-free nanofiber morphology having 750 ± 255 nm fiber diameter. For comparative studies, pristine zein nanofibers (zein-NF, 695 ± 290 nm) and zein nanofibers encapsulating quercetin only (zein-quercetin-NF, 750 ± 310 nm) were also electrospun. The antioxidant (AO) characteristics of zein-quercetin/γ-CD-IC-NF were studied by the concentration-dependent AO activity tests.