Additive manufacturing is one of the key technologies behind recent industrial revolutions. Mass customization requires production techniques that can meet current needs for human-centricity, sustainability, and resiliency. Furthermore, for biomedical applications and personalized medicine, 3D printing demands advanced materials that can respond to the processing requirements of each technique but that are at the same time biocompatible, biofunctional and bioeliminable. Cyclodextrins (CDs) have only recently been explored as components of 3D printed objects despite the variety of functionalities they can offer. Considered safe for most administration routes, these macrocyclic oligosaccharides possess a unique capability to host a wide variety of substances, ranging from small drugs and biomarkers to large peptides and polymers, and can be versatilely functionalized at their numerous hydroxyl groups. Although still underexplored, these capabilities could be transferred to 3D printed structures. The aim of this review is to analyze the contribution of CDs to make 3D/4D printing more sustainable and provide printed objects with novel features. The information collected from the papers published in the last decade has been organized into three sections: CDs to improve drug biopharmaceutical properties and controlled release; CDs as structural agents of 3D printed objects; and CDs as responsive agents for 4D printing and wearable sensors. The obtained results confirm the suitability of CDs to be processed using a variety of 3D printing techniques and to provide new nano-scale tunable architectures, with permanent or stimuli-transient conformations. CDs can expand 3D printing to lipophilic compounds that form inclusion complexes during the preparation of water-based semisolid masses or the melting of filaments or powders. Furthermore, CDs offer several advantages as structural components by forming reversible supramolecular assemblies that exhibit selfhealing properties and by facilitating photocross-linking reactions in aqueous environments acting as initiator solubilizer and building blocks. Additionally, CDs can provide 4D behavior through sensitivity to humidity, temperature, pH, ionic strength, and external forces. Overall, CDs can enable 3D printed objects to meet widely varying mechanical, electrical, and drug delivery demands.