In this work, we present evidence on the suitability of spin probes to report on the thermal treatment of bovine serum albumin (BSA), in the temperature range 293-343 K, and indirectly monitor the release of sodium dodecyl sulfate (SDS) from its complex with BSA using a covalent gel with β-cyclodextrin (β-CD) in the network. The spin probes used, 5- and 7-doxyl-stearic acids (5-DSA, 7-DSA) or 4-(N,N'-dimethyl-N-hexadecyl)ammonium-2,2',6,6'-tetramethylpiperidine-1-oxyl iodide (CAT16), present similar, fatty acid-like structural features. Their continuous wave electron paramagnetic resonance (CW-EPR) spectra, however, reflect different dynamics when complexed with BSA: a restricted motion for 5-DSA, almost nonsensitive to the heating/cooling cycle, and a faster temperature-dependent dynamic motion for CAT16. Molecular docking allows us to rationalize these results by revealing the different binding modes of 5-DSA and CAT16. The EPR data on the temperature effect on BSA are supported by circular dichroism results projecting recovery, upon cooling, of the initial binding ability of BSA for samples heated to 323 K. The interactions occurring in BSA/SDS/β-CD systems are investigated by CW-EPR and FT-ESEEM spectroscopies. It is found that the covalent gel containing β-CD can efficiently remove SDS from the BSA/SDS complex. The gel is not permeable to BSA but it can encapsulate SDS, thus yielding the free protein in solution and allowing recovery of the native protein conformation. Collectively, the accrued knowledge supports potential applications in protein purification biotechnological processes.