Most therapeutic targets are proteins whose binding sites are hydrophobic cavities. For this reason, the majority of drugs under development are hydrophobic molecules exhibiting low solubility in water. To tackle this issue, a few percent of cosolvent, such as dimethyl sulfoxide (DMSO), is usually employed to increase drug solubility during the drug screening process. However, the few published studies dealing with the effect of adding DMSO showed that the affinity of hydrophobic ligands is systematically underestimated. To better understand the effect of DMSO, there is a need of studying its effect on a large range of systems. In this work, we used β- and γ-cyclodextrins (made of 6 and 7 α-d-glucopyranoside units, respectively) as models of hydrophobic cavities to investigate the effect of the addition 5% DMSO on the affinity of 1-adamantane carboxylic acid (ADA) to these cyclodextrins. The two systems differ by the size of the cyclodextrin cavity. The evaluation of binding constants was performed using ultrasound velocimetry, nuclear magnetic resonance spectroscopy, and molecular simulations. All techniques show that the presence of 5% DMSO does not significantly modify the affinity of ADA for γ-cyclodextrin, while the affinity is dramatically reduced for β-cyclodextrin. The bias induced by the presence of DMSO is thus more important when the ligand volume better fits the cyclodextrin cavity. Our work also suggests that free energy calculations provide a sound alternative to experimental techniques when dealing with poorly water-soluble drugs.