Dodecaborate anions of the type B12X122− and B12X11Y2− (X=H, Cl, Br, I and Y=OH, SH, NH3+, NR3+) form strong (Ka up to 106 L mol−1, for B12Br122−) inclusion complexes with γ‐cyclodextrin (γ‐CD). The micromolar affinities reached are the highest known for this native CD. The complexation exhibits highly negative enthalpies (up to −25 kcal mol−1) and entropies (TΔS up to −18.4 kcal mol−1, both for B12I122−), which position these guests at the bottom end of the well‐known enthalpy‐entropy correlation for CDs. The high driving force can be traced back to a chaotropic effect, according to which chaotropic anions have an intrinsic affinity to hydrophobic cavities in aqueous solution. In line with this argument, salting‐in effects revealed dodecaborates as superchaotropic dianions.