This article describes the sorption properties of cyclodextrin polymers (nanosponges; NS) with the pesticides 4-chlorophenoxyacetic acid (4-CPA) and 2,3,4,6-tetrachlorophenol (TCF), including an evaluation of its efficiency and a comparison with other materials, such as granulated activated carbon (GAC). NS-pesticide complexes were characterized by scanning electron microscopy (SEM), energy dispersive spectroscopy (EDS), X-ray powder diffraction (XRPD), proton nuclear magnetic resonance (1H-NMR), UV–VIS, and thermogravimetric analysis (TGA). This confirms the interactions of the guests with nanosponges and shows that the polymers have favorable sorption capacities for chlorinated aromatic guests. Our studies also show that the inclusion complex is predominantly favored for NS/CPA rather than those formed between TCF and NS due to the size of the adsorbate and steric effects. Sorption studies carried with repeated cycles demonstrate that NS polymers could be an improved technology for pollutant removal from aquatic environments, as they are very efficient and reusable materials. Our experiments and characterization by SEM, EDS, UV–VIS, and magnetization saturation (VSM) also show that NS is an optimal substrate for the deposition of magnetite nanoparticles, thus improving the usefulness and properties of the polymer, as the nanosponges could be retrieved from aqueous solution with a neodymium magnet without losing its efficiency as a pesticide sorbent.