Interest in cyclodextrins (CDs) never gets old. Since their discovery, these natural macrocycles have played a dynamic role in almost every scientific and industrial field. Native CDs offer many advantages as complexing agents, scaffolds, excipients, etc., but suffer from a major drawback: limited aqueous solubility, especially for β-CD (18.5 g/L in water at 25 • C). It is therefore of particular interest to be able to achieve higher solubilities for these hosts. The critical point is to attain the desired solubility values while maintaining their complexing ability. Several strategies have been explored in the literature such as salting in, hydrotropy, deprotonation/ionization and solvation. This literature review summarizes the available data on the solubilization of CDs in aqueous solutions of inorganic salts, organic hydrotropes, acids, bases, organic solvents as well as in non-conventional solvents, e.g. ionic liquids (ILs) and deep eutectic solvents (DESs). The latter provide an interesting opportunity to address the problem of solubility of native CDs (i.e., the solubility of β-CD can reach 1000 g/L at 20 • C). The present review also clarifies the solubilization mechanism as well as the effect of these agents and solvents on the complexation ability of CDs. Finally, it helps to identify the gaps in the literature on this topic and provides some insights to fill them.