Many scientific studies have made advances in the ability to encapsulate natural extracts by cyclodextrins. These studies have addressed the physical and chemical conditions of the encapsulation reactions, employed several types of essential oils and characterized the microcapsules as to their ability to release encapsulated active principles. The essential oils studies with cyclodextrin encapsulation processes have been highly varied. However, the most studied are the essential oils with antimicrobial and antioxidant capacities. The essential antimicrobial and antioxidant oils are easily degraded. In the presence of oxygen, they are oxidized, and at low temperatures, they are volatilized and decomposed. Thus, cyclodextrins are coatings capable of protecting these essential oils from environmental conditions and agents capable of promoting oil degradation, in addition to controlling their release. In this chapter of the book, we review scientific papers that examine the encapsulation of antimicrobial essential oils and antioxidant essential oils with β-cyclodextrins.