Anxiety and depression are major global health challenges in the modern world, with current therapies often hindered by poor bioavailability and limited therapeutic efficacy. Advancing drug delivery systems to overcome these limitations is critical for achieving improved outcomes. This study presents a novel formulation of Levosulpiride and Cannabidiol (Levo-CBD) loaded in a Cyclodextrin/Phospholipid supramolecular inclusion complex (Levo-CBD-C-P-IC), embedded into electrospun nanofibers for targeted brain delivery. The Levo-CBD-C-P-IC was successfully prepared, exhibiting 222.8 nm of mean particle size along with 0.197 and -17.58 mV of polydispersity index and zeta potential, respectively. Morphological analysis confirmed the successful incorporation of the complex into nanofibers, and the average size was found in the range of 177 nm to 350 nm, as observed under a scanning electron microscope. Gamma scintigraphic studies demonstrated enhanced drug delivery to the brain with the nanofiber formulation compared to conventional approaches. Behavioural studies revealed significant improvements in therapeutic outcomes across multiple parameters, indicating the superior efficacy of the developed formulation. Histopathological evaluation showed reduced tissue damage in treated animals, with inflammatory markers approaching normal levels, reflecting effective management of neuroinflammation. The biochemical profile of the treated group further corroborated the formulation's improved therapeutic potential. In conclusion, the Levo-CBD-C-P-IC-loaded nanofiber system offers a promising approach for the targeted management of depression and anxiety by addressing limitations in drug bioavailability and delivery.