A novel cyclodextrin-functionalized hybrid silicon nano-adsorbent material (6-EA-β-CD-Si) was synthesized via the nucleophilic substitution method. The structure was detected by Fourier transform infrared (FT-IR), X-ray, thermogravimetric analysis, and Brunauer-Emmett-Teller (BET) analysis. Results reveal that the BET surface area of 6-EA-β-CD-Si is 240 m2/g and the average pore size is 4.16 nm. The adsorption properties of 6-EA-β-CD-Si onto methylene blue (MB) were studied and fitted with adsorption kinetic models. Both the Freundlich adsorption isotherm model and pseudo-second-order model were fitted with well shows that the multi-layer adsorption with chemisorption and physisorption co-existing in the system. The maximum adsorption capacities are 39.37, 39.21, 36.90, and 36.36 mg/g at temperatures 303, 313, 323, and 333 K, respectively. The maximum removal rate of MB could reach 99.5%, indicating the potential application value of 6-EA-β-CD-Si in wastewater treatment. The adsorption mechanisms of 6-EA-β-CD-Si showed that the hydrophobic cave of β-CD plays an important role on the adsorption of MB.