Polymers are intrinsically flammable materials; hence, fire retardance (FR) is required in their most common applications (i.e., electronic and construction, to mention some). Recently, it has been reported that cyclodextrin (CD) and cyclodextrin derivatives are beginning to be introduced into Intumescent Fire Retardant (IFR) formulations in place of pentaerythritol, which is used in IFRs that are currently on the market. Since IFRs are of less environmental concern than their hazardous halogen containing counterparts, the use of natural origin compounds in IFRs provides a way to comply with green chemistry issues. BCD and BCD derivatives presence in IFR mixtures promotes a higher yield of blowing gases and char when polymeric materials undergo combustion. Both processes play important roles in intumescence. The key rule to obtain in insulating compact char is the good dispersion of the nanoparticles in the matrix, which can be achieved by functionalizing nanoparticles with BCD derivatives. Moreover, CD derivatives are attractive because of their nanosized structure and their ability to form inclusion complexes with many compounds used as FR components, reducing their release to the environment during their shelf life of FR items. Often, fire retardance performed by BCD and BCD derivatives accompanies other relevant properties, such as improved mechanical resistance, washability resistance, self healing ability, thermal conductivity, etc. The application of CD fire retardant additives in many polymers, such as poly(lactic acid), poly(propylene), poly(vinyl acetate), poly(methyl methacrylate), linear low density poly(ethylene), polyamides, and polyesters are comprehensively reviewed here.