Water-insoluble β-cyclodextrin-based fibers were synthesized by electrospinining followed by thermal cross-linking. The fibers were characterized by field-emission scanning electron microscopic (FE-SEM) and Fourier transformed infrared spectrometer (FT-IR). The highly insoluble fraction obtained from different pH values (3-11) indicates successful cross-linking reactions and their usability in aqueous solution. After the cross-linking reaction, the fibers' tensile strength increases significantly and the BET surface area is 19.49 m(2)/g. The cross-linked fibers exhibited high adsorption capacity for cationic dye methylene blue (MB) with good recyclability. The adsorption performance can be fitted well with pseudo-second-order model and Langmuir isotherm model. The maximum adsorption capacity is 826.45 mg/g according to Langmuir fitting. Due to electrostatic repulsion, the fibers show weak adsorption toward negatively charged anionic dye methyl orange (MO). On the basis of the selective adsorption, the fiber membrane can separate the MB/MO mixture solution by dynamic filtration at a high flow rate of 150 mL/min. The fibers can maintain good fibrous morphology and high separation efficiency even after five filtration-regeneration cycles. The obtained results suggested potential applications of β-cyclodextrin-based electrospun fibers in the dye wastewater treatment field.