The efficacy and applicability of anticancer drugs are greatly restricted by severe systemic toxicities and drug resistance. Targeting drug delivery strategies have been developed to prevent the shortcomings of chemotherapy. Among various approaches to specifically target drug-loaded carrier systems to the required pathological sites, ligand-attached cyclodextrin-based targeting complexes are a promising drug delivery system, which is achieved mainly through specific molecular interactions between the drugs and cell surface receptors. The principal targeting tactics include conjugation of cyclodextrin with targeting moieties or encapsulation drugs in cyclodextrins. The cyclodextrin-based supramolecules, polymers, or nanoparticles bearing bioactive substances such as folate, estrogens, carbohydrates, peptides, etc. have been reviewed.