We evaluated the ability of two modified cyclodextrins, hydroxypropyl-β-cyclodextrin (HP-β-Cyd) and 2,6-di-O-methyl-β-cyclodextrin (DM-β-Cyd), to influence the percutaneous absorption through isolated human stratum corneum and epidermis (SCE) of celecoxib (CCB). Previous studies demonstrated that DM-β-Cyd includes the drug, producing a significant increase of water solubility (0.5 mg/ml at 25 °C) and dissolution rate of CCB. In this work chemical-physical characterization studies were performed to evaluate the ability of HP-β-Cyd to include CCB. We showed that only an external interaction could exist between CCB and HP-β-Cyd that positively influences the water solubility of the drug (0.12 mg/ml at 25 °C for CCB-HP-β-CyD system and 4.12 × 10−3 mg/ml at 25 °C for free CCB). In vitro percutaneous experiments were performed using samples in solution and in suspension containing different Cyd concentrations. Both HP-β-Cyd and DM-β-Cyd enhanced drug flux through SCE by means of an increase of dissolution rate of the drug as well as a direct action on the stratum corneum (SC). Histological analysis of treated SCE showed a protective effect of the two Cyds towards an invasive action shown by CCB on SC.