Complexation abilities and analytical applications of working electrodes with attached cyclodextrins (CDs) are reviewed. For the immobilization of CDs, their adsorption and formation of self-assembled monolayers, preparation of polymer films, as well as incorporation within plasticized membranes and composites such as carbon paste and gels are considered. Some electrochemical investigations of the CD interactions in solution are also reported with respect to their use at CD modified electrodes.