Cyclodextrins (CDs) are a group of cyclic oligosaccharides produced from starch or starch derivatives. They contain six (αCD), seven (βCD), eight (γCD), or more glucopyranose monomers linked via α-1,4-glycosidic bonds. CDs have a truncated cone shape with a hydrophilic outer wall and a less hydrophilic inner wall, the latter forming a more apolar internal cavity. Because of this special architecture, CDs are soluble in water and can simultaneously host lipophilic guest molecules. The major advantage of inclusion into CDs is increased aqueous solubility of such lipophilic substances. Accordingly, we present studies where the complexation of natural compounds such as propolis and dietary plant bioactives (e.g., tocotrienol, pentacyclic triterpenoids, curcumin) with γCD resulted in improved stability, bioavailability, and bioactivity in various laboratory model organisms and in humans. We also address safety aspects that may arise from increased bioavailability of plant extracts or natural compounds owing to CD complexation. When orally administered, α- and βCD—which are inert to intestinal digestion—are fermented by the human intestinal flora, while γCD is almost completely degraded to glucose units by α-amylase. Hence, recent reports indicate that empty γCD supplementation exhibits metabolic activity on its own, which may provide opportunities for new applications.