Ionic liquids (ILs) are promising electrolyte materials for developing next-generation rechargeable batteries. In order to improve their properties, several kinds of additives have been investigated. In this study, β-cyclodextrin (β-CD) was chosen as a new additive in IL electrolytes because it can form an inclusion complex with bis(trifluoromethylsulfonyl)amide (TFSA) anions. We prepared the composites by mixing N-methyl-N-propylpyrrolidinium bis(trifluoromethylsulfonyl)amide/LiTFSA and a given amount of triacetyl-β-cyclodextrin (Acβ-CD). The thermal behaviors and electrochemical properties of the composites were analyzed by several techniques. In addition, pulse field gradient NMR measurements were conducted to determine the self-diffusion coefficients of the component ions. The addition of Acβ-CD to the IL electrolytes results in the decrease in the conductivity value and the increase in the viscosity value. In contrast, the addition of Acβ-CD to the IL electrolytes induced an improvement in the anodic stability because of the formation of an inclusion complex between the Acβ-CD and TFSA anions. CDs are potential candidates as additives in IL electrolytes for electrochemical applications.