To study the characterization of the inclusion compound of pyrene with methyl-β-cyclodextrin，which is formed by two ingredients(pyrene and methyl-β-cyclodextrin) and prepared with saturated solution method, the inclusion compound was prepared at difference conditions and studied by using ultraviolet spectroscopy(UV),infrared spectroscopy(IR),thermal gravimetric analysis(TG),differential thermal analysis(DSC), scanning electron microscope(SEM),X-ray diffraction(XRD) and other methods. According to the results, the inclusion efficiency of saturated aqueous solution method is higher (39%) at 25 ℃ conditions, At 240nm, the corresponding absorbance was the largest (1.62).With IR method, characteristic peak intensity of pyrene becomes lower and peak shape widens or displaces. With TG, DSC methods, pyrene occupies methyl-β-cyclodextrin cavity and the inclusion compound is formed ,and with XRD method, the inclusion compound shows a new set of characteristic diffraction peaks at 11.73 °, 18.04 °, 20.56 °. Conclusion shows that pyrene and methyl-β-cyclodextrin could form a stable inclusion compound when the temperature is 25℃. MCD increases the mass concentration of pyrene in water to 7.36 mg/L, which twice time of 15℃.