In this article, citric acid modified β‐cyclodextrin/activated carbon hybrid (CA‐β‐CD/AC) composites were synthesized by crosslinking reaction, and their adsorption properties for methylene blue were studied. The scanning electron microscopy (SEM), Fourier transform infrared (FTIR) spectroscopy, and Brunauer–Emmett–Teller (BET) method were used to characterize the structure and the morphology of composite materials. It was investigated that the effect of experiment parameters on the adsorption performance including weight fraction of AC in the composite, the adsorbent dose, the initial concentration of MB, the solution pH value, contact time, and temperature. The maximum adsorption capacity calculated by the Langmuir isotherm is 862.07 mg g−1. Kinetic studies show that the adsorption process follows the pseudo‐first‐order and pseud‐second‐order reaction models. Thermodynamic analysis indicated that the adsorption behavior was an exothermic reaction. © 2019 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2019, 136, 48315.