Cyclodextrins are among the most remarkable macrocyclic molecules with significant theoretical and practical impacts in chemistry and biology. Cyclodextrins belong to the family of cage molecules due to their structure, which is composed of a hydrophobic cavity that can encapsulate other molecules. Indeed, the most characteristic feature of these compounds is their ability to form inclusion complexes with various molecules through host–guest interactions. This is at the origin of many applications. It is well known and widely reported in the literature that cyclodextrins and their derivatives have a wide variety of practical applications including pharmacy, medicine, foods, cosmetics, toiletries, catalysis, chromatography, biotechnology, nanotechnology, and textile industry. Cyclodextrins are also the object of numerous fundamental studies. In this review, we chose to highlight selected works on cyclodextrins published over the last 5 years by different research groups. The main objective is to summarize some of the recent developments related to the applications of cyclodextrins.