A process of preparing a complexed fat composition in a continuous process is provided. The process comprises mixing a cyclodextrin with a solvent in an in-line mixing system at a temperature of from about 180 to about 200° F. (82.2 to about 93.3° C.), thereby solubilizing the cyclodextrin mixing fat and the solubilized cyclodextrin in a static mixer mixing system at a temperature of from about 80 to about 120° F. (26.7 to about 48.9° C.) to form a fat/cyclodextrin composition comprising a fat/cyclodextrin complex and cooling the fat/cyclodextrin composition in an in-line mixing system. The described continuous process is a very efficient manner of complexing fat with cyclodextrin, and provides compositions that exhibit excellent uniformity and homogeneity.