Abstract: Cyclodextrins(CDs) are cyclic oligosaccharides, mostly consisting of six, seven, and eight glucoses units for α,β,γ-CD respectively. They have the unique character, so they can include various substances to form inclusion compound. Because of different synthesis methods, properties of CD inclusion complexes may be greatly changed. In this article, various preparation methods about CD inclusion complexes depending on references were discussed. In addition, in studying the inclusive behavior of cyclodextrins, many approaches were employed,such as UV, fluorometric, NMR, circular dichroism, IR, DSC, XRD et al. Many evidences proved they are useful tools for investigating the formation of inclusion complexes, equilibrium constants and spatial configuration.