Herein, a brief overview of the cyclodextrin structure is provided, along with its most important derivatives. The difference between the water molecules in the outer hydration shell of cyclodextrin and those in its hydrophobic cavities is discussed. The structural characteristics of surfactants, along with their structural differences, are presented. An insight into the formation of surfactant micelles was given in aqueous solution. A thermodynamic model for the formation of the inclusion complex between surfactants and cyclodextrin in a solution is presented, explaining the hydrophobic effect, which drives the formation of the inclusion complex at lower and room temperatures. The influence of the size of the cyclodextrin cavity and the structure of surfactants on the stoichiometry of the inclusion complex, as well as on the affinity of the surfactant to the hydrophobic cavity of cyclodextrin, is discussed. The most important experimental methods used to study the cyclodextrin-surfactant inclusion complex are listed.