Chemical pollution of water has raised great concerns among citizens, lawmakers, and nearly all manufacturing industries. As the legislation addressing liquid effluents becomes more stringent, water companies are increasingly scrutinized for their environmental performance. In this context, emergent contaminants represent a major challenge, and the remediation of water bodies and wastewater demands alternative sorbent materials. One of the most promising adsorbing materials for micropolluted water environments involves cyclodextrin (CD) polymers and cyclodextrin-containing polysaccharides. Although cyclodextrins are water-soluble and, thus, unusable as adsorbents in aqueous media, they can be feasibly polymerized by using different crosslinkers such as epichlorohydrin, polycarboxylic acids, and glutaraldehyde. Likewise, with those coupling agents or after substituting hydroxyl groups with more reactive moieties, cyclodextrin units can be covalently attached to a pre-existing polysaccharide. In this direction, the functionalization of chitosan, cellulose, carboxymethyl cellulose, and other carbohydrate polymers with CDs is vastly found in the literature. For the system containing CDs to be used for remediation purposes, there are benefits from a synergy that arises from (i) the ability of CD units to interact selectively with a broad spectrum of molecules, forming inclusion complexes and higher-order supramolecular assemblies, (ii) the functional groups of the crosslinker comonomers, (iii) the three-dimensional structure of the crosslinked network, and/or (iv) the intrinsic characteristics of the polysaccharide backbone. In view of the most recent contributions regarding CD-based copolymers and CD-containing polysaccharides, this review discusses their performance as adsorbents in micropolluted water environments, as well as their interaction patterns, addressing the influence of their structural and physicochemical properties and their functionalization.