This work aimed to compare methods for the formation of complexes of bixin and curcumin with β-cyclodextrin (β-CD) and to evaluate the stability of the complexes formed by these methods and their food applications. The stoichiometric relationship between curcumin and β-CD was 1:2 and that between bixin and β-CD was 1:1. Curcumin-β-CD and bixin-β-CD complexes formed by kneading, coprecipitation, and simple mixing were evaluated by differential scanning calorimetry (DSC), thermogravimetry analysis (TGA), or nuclear magnetic resonance (NMR-H). For both curcumin and bixin, the best method of complexation was coprecipitation. Complexation of colorants with β-CD promoted an intensification of color and increased water solubility; however, stabilization in the presence of light occurred only for bixin. Application of curcumin-β-CD in cheese and yogurt and bixin-β-CD in the curd did not alter the initial characteristics of the products, which were sensorialy well accepted. Therefore, the complexation of these natural colorants with β-CD favors their use in low-fat foods, broadening the field of industrial application.