Abstract Nowadays, nucleic acid therapy has become a promising way for the treatment of various malignant diseases. Cyclodextrin (CD)‐based nucleic acid delivery systems have attracted widespread attention due to the favorable chemical structures and excellent biological properties of CD. Recently, a variety of CD‐based nucleic acid delivery systems has been designed according to the different functions of CD for flexible gene therapies. In this review, the construction strategies and biomedical applications of CD‐based nucleic acid delivery systems are mainly focused on. The review begins with an introduction to the synthesis and properties of simple CD‐grafted polycations. Thereafter, CD‐related supramolecular assemblies based on different guest components are discussed in detail. Finally, different CD‐based organic/inorganic nanohybrids and their relevant functions are demonstrated. It is hoped that this brief review will motivate the delicate design of CD‐based nucleic acid delivery systems for potential clinical applications.