This invention provides a 25-OH Vitamin D3 complex, this complex is made of β-cycledextrin and/or its derivatives and 25-Hydroxy Vitamin D3. This invention also relates to a method of manufacturing this complex of β-cycledextrin and 25-Hydroxy Vitamin D3, as well as its applications. Due to there being many hydroxy groups at the outside of β-cycledextrin and/or its derivatives, the complex increases the solubility of entrapped 25-HO Vitamin D3, thus increasing its bioavailability greatly. In addition, the ring structure of β-cycledextrin protects the unstable unsaturated double bonds of 25-HO Vitamin D3, shield it from oxygen and other harmful chemicals and make it much more stable.