Cyclodextrins (CDs) are increasingly drawing attention as potential therapeutic tools in the treatment of cholesterol-associated diseases. However, bioavailability and delivery of CDs in the monomeric form still remain challenging. CD-based macromolecular systems seem to display a promising capacity in overcoming some of these limitations. Therefore, smart, stimuli-responsive nanosystems are currently being investigated in order to provide improved CD-releasing agents. Herein, we present a novel class of CD-based polymersome microparticles (CD-PMs) designed for potential therapeutic use. A new synthetic route to obtain a CD-appended, pH-sensitive polymer that self-assembles into a stable polymersome microparticle is reported. Through an easy-to-use approach, a benzoic imine bond is incorporated into a poly(ε-caprolactone) backbone and employed as a building block in the construction of the nanoarchitecture. The CD-PMs show cellular uptake representing a promising potential therapeutic tool in the treatment of cholesterol-associated conditions such as neurodegenerative diseases.