This paper deals with the rheological and thermal characterisation of the self-assembling behaviour of different Poloxamer 407 systems (15-30%, w/v), both alone or after the addition of various amounts of hydroxypropyl beta-cyclodextrin (5-20%, w/v). The knowledge of the interactions existing between the two kinds of molecules could allow the development of systems for parenteral administration containing also proteins or peptides drugs. A rheology (temperature sweep and frequency sweep test) study has been performed to characterise the thermogelation process while thermal analysis (nanoDSC) allowed the determination of both micellization and sol/gelation transition processes. These two techniques were also utilised to outline the variation in the critical micelle temperature (cmT) or in the sol/gel temperature (sgT,) of the systems containing also hydroxypropyl beta-cyclodextrin (HP beta-CD). Both the rheology and thermal analysis showed the presence of interesting interactions between the HP beta-CD and the Poloxamer 407, which cause a shift of both cmT and sgT. The presence of HP beta-CD modified also Poloxamer samples elastic characters and microrheological structure as demonstrated by the G'-G'' mechanical spectra. Rheological and thermal results outlined how these new systems could open the possibility to join the thermogelling behaviour offered by Poloxamer 407 with the well-known stabilization and protection ability of HP beta-CD, which could make possible the formulation of systems for the parenteral delivery of peptides and proteins.