Novel conjugates of ferrocene with uracil, 5-fluorouracil, tegafur, or acyclovir are reported. Their synthesis involved (i) the azide-alkyne 1,3-dipolar cycloaddition or (ii) the formation of the ester linkage. For the first time, we present an in-depth insight into the supramolecular interactions between β-cyclodextrin and ferrocene-nucleobase derivatives. Spectroscopic and voltammetric analyses performed within this work suggested that the ferrocene or adamantane unit of the conjugates interacted with the β-cyclodextrin's inner cavity. The methods applied for the supramolecular studies included 1H-1H ROESY NMR, 1H NMR titration, Fourier-transform infrared spectroscopy, cyclic voltammetry, fluorescence spectra titration, and 1H DOSY NMR. 1H DOSY NMR was also employed to evaluate the apparent binding constants for all the complexes. The ferrocene-acyclovir conjugate Fc-5 featured the highest apparent binding constant value among all the complexes tested.