In a wet spinning process, β-cyclodextrin powder was added to the viscose raw material to produce rayon fibers (hereinafter referred to as “β-CD rayon fibers”). The inclusion function of the β-CD rayon fibers was investigated by dropping a phenolphthalein solution, focusing on the changes in the hue. The inclusion of phenolphthalein molecules in CD increased over time and was the best after one–two days. The effect of heating on the inclusion function of the β-CD rayon fibers was also investigated. It was found that the phenolphthalein molecules included in CD were desorbed by heating at 50°C or higher, but included again when cooled to room temperature. The β-CD rayon fibers were exposed to saturated ammonia gas for 3 h to investigate gas adsorption. The fibers were then left in pure air. After 12 days, the fibers were placed in a new Tedlar® bag, to which pure air was reinjected; the Tedlar® bag containing the fibers was heated at 100°C for 30 min. As a result, the β-CD rayon fibers released a large amount of ammonia gas.