Possessing a hydrophobic cavity that can bind various organic, inorganic or biological molecules, cyclodextrins (CDs), a class of cyclic oligosaccharides with six to eight D-glucose units, are widely used as convenient and versatile building blocks in the construction of multidimensional nanoarchitectures. Through the self-assembly of CDs or their derivatives with or without templates, several kinds of CD-based one-dimensional or multidimensional nanoarchitectures, such as helix, pseudopolyrataxane, polyrotaxane, nanotube, nanowire, dendrimer, network, vesicle, nanoparticle, CD-coated carbon nanotube, and so on, can be successfully constructed via the cooperative binding of CD cavities, substituent groups, and/or template molecules. This article describes some strategies normally used to construct and characterize one-dimensional or multidimensional nanoarchitectures in solution and the solid state from various CDs and templates as building blocks. It also gives a description of the unique material and biological properties and wide applications of multidimensional CD-based nanoarchitectures.