Reaction of the f-element complexes ThCl4(THF)3, Cp∗2Sm(μ-Cl)2MgCl(THF)2, NdCl3, Cp∗2UMe2, and Cp∗2ZrMe2 with an excess of catecholborane (HBCat) yields macrocyclic complexes where the metal is encapsulated inside a 15-membered, hexaoxo, trianionic macrocycle built from alternating catechol and catecholborate fragments. With ThCl4(THF)3 as the starting material, the reaction produced a macrocyclic complex with one chloride ligand and three solvent molecules in the apical positions; however, for the zirconium and uranium complexes the apical positions are occupied by one C5Me5 ligand and a THF solvent molecule. In the samarium and neodymium complexes, only solvent molecules occupy the apical positions. Transmetalation of the ligand among different complexes in refluxing THF were performed. When the zirconium macrocycle was treated with a slight excess of ThCl4 or NdCl3, the corresponding (η2-catechol-μ-catecholborate)3ThCl(C4H8O)3·C4H8O (2) and (η2-catechol-μ-catecholborate)3Nd(C4H8O)3·C4H8O (4) macrocycles were obtained in 87% and 79% yields, respectively. In addition, the reaction of the samarium macrocycle complex (η2-catechol-μ-catecholborate)3Sm(C4H8O)3·C4H8O (3) with a slight excess of ThCl4 allowed the formation of complex 2 in 76% yield. While some of the pentamethylcyclopentadienyl (Cp∗)-containing inclusion complexes were found to be catalytically inactive in the polymerization of ε-caprolactone, the lanthanides and thorium complexes were found to be active, yielding only short chains of polycaprolactone. The X-ray molecular structures for all of the complexes are presented and discussed. Experiments performed with Cp∗2ThMe2 and catecholborane allowed us to trap the intermediate Cp∗ (H)BH2BH2 complex, which was trapped in situ and characterized by 11B NMR, allowing us to propose a possible mechanism for the formation of the macrocycle.