Cyclodextrin-based aggregates have been widely investigated with microscopies such as STM, AFM, SEM, TEM, and fluorescent microscopy to obtain the direct morphology and structure of samples. In the present review, we discuss various types of cyclodextrin aggregates, that is, native and modified cyclodextrins, inclusion complexes and their aggregates of cyclodextrins, cyclodextrin rotaxanes and polyrotaxanes, cyclodextrin nanotubes and their secondary assembly, and other high-order aggregates of cyclodextrins. Especially, we focus on the use of microscopy to characterize above aggregates. The application of modern microscopy tools promotes the investigation on cyclodextrins.