Cyclodextrin polymers (CDPs) have both the cavity structure characteristics of cyclodextrin of hydrophobic in the interior and hydrophilic in the exterior and the characteristics of polymer stability, which are kinds of functional polymer materials with great development potential. In this paper, the cyclodextrin polymers are classified according to their structural characteristics, and their synthesis methods are introduced in detail. The application research of cyclodextrin polymers in food, catalyst, cosmetic, environment, medicine, separation and analysis technology was described. Finally, the development of cyclodextrin polymers is prospected, which provides reference for the preparation and application of new cyclodextrin polymers in the future.