To elucidate the efficient quenching process of the fluorescence of large organic molecules by molecular oxygen, the electronic absorption spectra were measured for 9-cyanoanthracene (9CNA) and anthracene (A) in a supersonic free jet with the seeding gas consisting of a mixture of the rare gases Ne, He, Ar, or Xe and molecular oxygen. No new spectral feature assignable to van der Waals complexes with oxygen was found though the cooling efficiency of oxygen itself was quite good. Various sizes and shapes of the pulsed nozzle were tested and led to the same result. A coincidental overlap of the complex band with the band of the bare molecules was ruled out. The 9CNA-Ar-n complexes with n = 1-3 were partially destroyed when oxygen was present in the mixture. At higher backing pressures, at which larger clusters were formed, the spectra observed suggest that oxygen can be accommodated within such a cluster and that the fluorescence of 9CNA was indeed quenched by the oxygen in the cluster. The lack of 9CNA-O-2 or A-O2 complexes is discussed in comparison with the complex of 9CNA with iodine (I-2) and CO2 formed in supersonic free jet.