Cyclodextrins (CDs) are cyclic oligosaccharides composed of glucose units connected by α(1 → 4) glycosidic bonds. These hollow toroid structures are well known for their exceptional ability to form inclusion complexes. This makes them attractive in many fields, including separation science. CDs are especially popular as chiral selectors in capillary electromigration techniques. A brief overview of their physicochemical properties, structural variability of their derivatives, and basic principles of enantioseparation by means of capillary electrophoresis is provided, along with the discussion of separation modes and various strategies that may be used during method development employing CDs as chiral selectors. The presented examples show how to set up the experimental conditions to obtain enantioseparations of (i) a negatively charged analyte (1,1′-binaphthyl-2,2′-diyl hydrogen phosphate) using native β-CD and (ii) a positively charged analyte (ofloxacin) using a negatively charged derivative of CD (sulfated β-CD). The reversal of the enantiomer migration order as a function of (i) the pH of the background electrolyte and (ii) the concentration of sulfated β-CD is shown as well.