Cyclodextrins are cyclic oligosaccharides obtained by enzymatic digestion of starch. The α-, β- and γ- cyclodextrins contain respectively 6, 7 and 8 glucopyranose units, with primary and secondary hydroxyl groups located on the narrow and wider rims of a truncated cone shape structure. Such structure is that of a hydrophobic inner cavity with a hydrophilic outer surface allowing to interact with a wide range of molecules like ions, protein and oligonucleotides to form inclusion complexes. Many cyclodextrin applications in the pharmaceutical area have been widely described in the literature due to their low toxicity and low immunogenicity. The most important is to increase the solubility of hydrophobic drugs in water. Chemically modified cyclodextrin derivatives have been synthesized to enhance their properties and more specifically their pharmacological activity. Among these, amphiphilic derivatives were designed to build organized molecular structures, through selfassembling systems or by incorporation in lipid membranes, expected to improve the vectorization in the organism of the drug-containing cyclodextrin cavities. These derivatives can form a variety of supramolecular structures such as micelles, vesicles and nanoparticles. The purpose of this review is to summarize applications of amphiphilic cyclodextrins in different areas of drug delivery, particularly in protein and peptide drug delivery and gene delivery. The article highlights important amphiphilic cyclodextrin applications in the design of novel delivery systems like nanoparticles.