Metal-organic frameworks (MOFs) are coordination compounds with tuneable structures and controllable functions. However, the biological toxicity of traditional MOFs materials is often inevitable, making their application in the biological field have many limitations. Therefore, frontier research increasingly focuses on developing biocompatible MOFs materials. Cyclodextrins (CDs), derived from starch, are favored by various biomaterials due to their good biosafety and are often seen in the preparation and application of MOFs materials. This review describes the features of MOFs materials, and the various preparation methods of CD-MOFs are analyzed in detail from the perspective of CD classification. Additionally, the promising applications of CD-MOFs materials for delivery, detection, separation, and capture of active molecules in recent studies are systematically discussed and summarized. In terms of safety, the CD-MOFs materials are meticulously summarized. Finally, this review presents the challenges and future prospects regarding the current CD-MOFs-based materials, which will shed new light on the application of such materials in various fields.