PURPOSE: To enable easy concentration and separation of the titled compound useful as perfumery, dye, etc., by mixing an indole-containing mixture with an α-cyclodextrin solution, thereby forming an inclusion compound.

CONSTITUTION: A mixture containing indole is mixed with an α-cyclodextrin solution to form an indole-cyclodextrin inclusion compound, from which indole is separated in concentrated state. The process is carried out by dissolving or suspending α-cyclodextrin in water, adding an indole-containing material such as coal tar fraction to the solution, etc., and stirring the mixture. The concentration of α-cyclodextrin is 5W20%, preferably 10W15%. Since the cyclodextrin molecule is not decomposed by this process, it can be recovered and reused.