We present pressure tuning hole burning experiments on thionin with alpha-cyclodextrin (alpha-CD) and beta-cyclodextrin (beta-CD) in a glycerol/water glass. The low temperature absorption spectra do not show the formation of a caging complex. The pressure tuning data, however, show that the compressibility of the sample with beta-CD, where the formation of an inclusion complex is not restricted due to geometrical reasons increases as compared to the other samples. This is just the opposite of what one would expect. This increase is interpreted in terms of a reduced solvent density around the chromophore due to the hydrophobic effect. (c) 2005 Elsevier B.V. All rights reserved.