The kinetics of the association and dissociation are fundamental kinetic processes for the host-guest interactions (such as the drug-target and drug-excipient interactions) and the in vivo performance of supramolecules. With advantages of rapid speed, high precision and ease of automation, the high-performance affinity chromatography (HPAC) is one of the best techniques to measure the interaction kinetics of weak to moderate affinities, such as the typical host-guest interactions of drug and cyclodextrins by using a cyclodextrin-immobilized column. The measurement involves the equilibration of the cyclodextrin column, the upload and elution of the samples (non-retained substances and retained solutes) at different flow rates on the cyclodextrin and control column, and data analysis. It has been indicated that cyclodextrin-immobilized chromatography is a cost-efficient high-throughput tool for the measurement of (small molecule) drug-cyclodextrin interactions as well as the dissociation of other supramolecules with relatively weak, fast, and extensive interactions.