Natural cyclodextrins (CDs) can be formed by 6, 7, or 8 glucose molecules (α-, β-, and γ-, respectively) linked in a ring, creating a cone shape. Its interior has an affinity for hydrophobic molecules, while the exterior is hydrophilic and can interact with water molecules. This feature has been used to develop active packaging applied to food, interacting with the product or its environment to improve one or more aspects of its quality or safety. It also provides monitoring information when food is optimal for consumption, as intelligent packaging is essential for the consumer and the merchant. Therefore, this review will focus on discerning which packaging is most appropriate for each situation, solubility and toxicological considerations, characterization techniques, effect on the guest properties, and other aspects related to forming the inclusion complex with bioactive molecules applied to packaging.