Despite the numerous materials that have been developed, controlling the self-organisation and detailed characterisation of hierarchical nanostructures composed of various functional molecular units remains a challenging task. Herein, we report a facile approach for creating flat nanosheets and helical nanofibres for ultrathin films (ca. 12 nm) and thin films (ca. 120 nm), respectively. These films contain a member of the cyclodextrin family, trimethyl b-cyclodextrin (TMCD), and form via self-organisation with heating (thermal annealing) in the absence of both polymeric components and organic solvent. X-ray reflectivity (XRR) and grazing-incident-angle X-ray diffraction (GIXD) readily explain the characteristic molecular assembling behaviour in the thin films, such as the highly perpendicularly ordered polycrystalline structure of the nanosheet crystal films and the dewetting behaviour for the fabrication of bundled nanofibres. In addition to X-ray analysis, scanning electron microscopy (SEM) and atomic-force microscopy (AFM) imaging reveals that the obtained nanofibres are well rounded and partially double or triple-helical coiled, with highly frustrated characteristics. The surface homogeneity prior to the thermal annealing was found to be crucial to determine the creation of the helical nanofibre structure. Also, the results suggest the importance of the absence of solvent vapour for the creation of the helical nanofibres. Thus, this report proposes a facile self-organisation process for creating polymer-free cyclodextrin-based nanostructures that should have wide applications. It also shows the effectiveness of X-ray analyses combined with several surfacesensitive X-ray techniques and microscopy observations.