Herein, we describe the confinement of a N‐Heterocyclic Carbene (NHC) organocatalyst in the cavity of cyclodextrins (CDs). These confined organocatalysts allow the formylation of amines through CO2 hydrosilylation. The presence of the cavity of the CDs leads to substrate‐selectivity between amines in competition reactions. The use of the smallest α‐CD induces the best selectivities but also to increased reactivity compared to the bigger β‐CD. A careful study conducted by NMR and DFT revealed that in α‐CD, the complexed CO2 interacts with the cavity through hydrogen bonds. These H‐bonds destabilize the NHC–CO2 adduct and are accountable for the higher reactivity observed using α‐CD.