A wood based yarn platform for capturing pharmaceutical molecules from water was developed. Cellulose fiber yarns were modified with cyclodextrins, and the capture of 17α-ethinyl estradiol (EE2), a synthetic estrogen hormone used as contraceptive, from water was tested. The yarns were prepared by spinning a deep eutectic solution (DES) of cellulose in choline chloride-urea. Despite their high porosity and water sorption capacity (5 g/g), the spun fiber yarns displayed high wet strength, up to 60% of that recorded in dry condition (128 MPa with 17% strain at break). Cyclodextrin irreversible attachment on the yarns was achieved with adsorbed chitosan and the conjugation reactions and capture of EE2 by the cyclodextrin-modified cellulose were confirmed via online detection with Surface Plasmon Resonance (SPR). The facile synthesis of the bioactive yarns and EE2 binding capacity from aqueous matrices (as high as 2.5 mg/g) indicate excellent prospects for inexpensive platforms in disposable affinity filtration. The study presents a strategy to produce a wood fiber based yarn to be used as a platform for human and veterinary pharmaceutical hormone capture.