Reactive oxygen (ROS) and nitrogen species (RNS) exist in a delicate equilibrium within living organisms. Their physiological role as messengers and signaling intermediates makes them of unparalleled relevance for the correct regulation of their levels inside cells requiring precise generation and quenching systems to achieve this fine-tuning task. If these mechanisms are evaded and excessive levels of ROS and RNS are produced and/or accumulated, their function turns into a highly toxic role and devastating consequences arise in the diseased state such as neurological, cardiovascular, or neoplastic disorders. Therefore, it is of great interest to develop detection and monitoring systems for ROS and RNS. Cyclodextrins are organic scaffolds with the ability to encapsulate small molecules inside, improving some of their properties such as hydrosolubility and stability. In addition, they are highly biocompatible exhibiting a benign safety profile. Thus, cyclodextrins have been widely used for different biological applications due to their privileged potential in biomedicine. In this context, cyclodextrins are interesting components for the design of detection systems for ROS and RNS. From designs barely containing a certain cyclodextrin derivative to highly complex structures with numerous components like polymers or nanoparticles, different approaches have proved successful in detecting and monitoring the concentration of oxidative species. In this chapter, the most relevant strategies involving cyclodextrin-based sensing systems for ROS and RNS are revised, and representative examples have been selected to illustrate this dynamic and innovative research field.