The host–guest binding characteristics of cyclopentanocucurbit[6]uril (CyP₆Q[6]) and cyanine dye trans-4-[4-(dimethylamino)styryl]-1-methylpyridinium iodide (t-DSMI) have been studied. The results show that CyP₆Q[6] and t-DSMI form a 1:1 inclusion system, generating strong fluorescence. On this basis, the fluorescent probe t-DSMI@CyP₆Q[6] has been constructed, and its anion recognition ability has been investigated. In a neutral environment, BF₄^-, H₂PO₄ ^-, and I^- elicit obvious specific responses from the probe, since they have stronger binding forces. This probe shows greater sensitivity than the previously reported probe t-DSMI@HMeQ[6].