The invention relates to a method for preparing a soluble inclusion complex comprising one or several active substances which are hardly soluble in an aqueous medium and are included in one or several host molecules, using the following successive stages: (a) bringing one or several active substances into contact with one or several host molecules; (b) initiating a molecular diffusion stage by bringing a dense pressurized fluid into contact with the mixture obtained in (a) in a static mode in the presence of one or several diffusing agents; (c) recovering the active substance-host molecule molecular complex formed; (d) adding and mixing an interaction agent with the active substance-host molecule molecular complex; (e) recovering the soluble inclusion compound thus formed. The invention also relates to the soluble inclusion compound obtained by the method, particularly a piroxicam-cyclodextrin-arginine compound.