Affinity capillary electrophoresis was used for the simultaneous measurement of the pK(a) values and of the binding constants relative to the encapsulation of naturally occurring phenolic acids (rosmarinic and caffeic acids) with cyclodextrins. A thorough study as a function of pH and temperature was coupled to a detailed statistical analysis of the resulting experimental data. A step-by-step curve fitting process was sufficient for obtaining individual binding constant for each experimental condition, but the influence of temperature remained unclear. A quantitative and qualitative gain was then obtained by supplementing this initial analysis with global multiparameter optimization. This leads to the estimation of both entropy and enthalpy of reaction and to the full description of the binding reactions as a function of pH and temperature. The encapsulation was shown to be very sensitive to pH and temperature, with optimal complexation occurring at low pH and low temperature, gaining up to a factor of 3 by cooling from 36 to 15 degrees C, and up to a factor of 10 by lowering the pH from 7 to 2.