A novel adsorbent β-cyclodextrin-modified pectin was synthesized for removing cholesterol and bile salts from the gastric-intestinal passage. Different amounts of β-cyclodextrin were cross-linked to pectin by aldol condensation reaction via glutaraldehyde. The prepared β-cyclodextrin-modified pectins were successfully confirmed by characterization, showing a higher specific surface area and improved thermal stability with satisfactory cellular compatibility. The introduction of β-cyclodextrins dramatically improved the cholesterol adsorption capacity of pectin due to their hydrophobic cavities. Meanwhile, the modified pectins exhibited superior adsorption for sodium cholate than β-cyclodextrin or pectin itself, which was attributed to hydrophobic interactions. P10:1 displayed the strongest adsorption performance, with a maximum adsorption ability of 44.21 mg/g for cholesterol and 21.38 mg/g for sodium cholate. Furthermore, their adsorption favored the Langmuir isotherm model and pseudosecond-order kinetic model. These results indicate that modified pectin has potential as a nature-based adsorbent for removal of cholesterol and bile salts in the health food industry.