A docetaxel inclusion complex having improved water-solubility (up to 15 mg/ml) and stability (stability constant Ka=2056 M−1-13051 M−1), comprises docetaxel and hydroxypropyl-beta-cyclodextrin and/or sulfobutyl-beta-cyclodextrin in a ratio of 1:10-150. The method includes steps as follows: docetaxel dissolved in ethanol is added into water solution of cyclodextrin via stirring, until docetaxel is completely dissolved; said solution is filtered in 0.2-04 μm microporous membrane then ethanol is removed through reduced pressure to obtain the inclusion complex in a liquid form; or ethanol, followed by water is removed through reduced pressure, then dried to obtain the inclusion complex in a solid form.