An inclusion complex comprises (a) an indole selective serotonin (5-HTID) agonist or a pharmaceutically acceptable salt thereof, such as for example sumatriptan, and (b) unsubstituted or substituted beta- or gamma-cyclodextrin, such as for example methyl-beta-cyclodextrin. Pharmaceutical compositions containing the inclusion complex and the use of the inclusion complex in the treatment of migraine and cluster headaches are also disclosed.