Molecular imprinting polymers (MIPs), generally considered as artificial mimics that are comparable to natural receptor, are polymers with tailor‐made specific recognition sites complementary to the template molecules in shape and size. As a class of supramolecular compounds, cyclodextrins (CDs) are flourishing in the field of molecular imprinting with their unique structural properties. This review presents recent advances in application of MIPs based on CDs during the past five years. The discussion is grouped according to the different role of CDs in MIPs, that is, functional monomer, carrier modifier, etc. Main focus is the application of CD‐based MIP on sample preparation, detection, and sensing. Additionally, drug delivery with CD‐based MIP is also briefly discussed. Finally, challenges and future prospects of application of CDs in MIP are elaborated.