Amphiphilic cyclodextrins have been synthesized with self-acylating reaction using vinyl esters in dimethylformamide. In the present study no base, catalyst, or enzyme was used, and the structural analyses using thin layer chromatography, nuclear magnetic resonance spectroscopy and mass spectrometry show that the cyclodextrin is substituted preferentially by one acyl moiety at the C2 position of the glucose unit, suggesting that cyclodextrin functions as a regioselective catalytic carbohydrate in organic solvent. In the self-acylation, the most acidic OH group at the 2-position and the inclusion complexing ability of cyclodextrin were considered to be significant. The substrate preference was also observed in favor of the long-chain acyl group, which could be attributed to the inclusion ability of cyclodextrin cavity. Furthermore, using the model amphiphilic building block, 2-O-mono-lauryl β-cyclodextrin, the self-organized supramolecular architecture with nano-vesicular morphology in water was investigated by fluorescence spectroscopy, dynamic light scattering and transmission electron microscopy. The cavity-type nano-assembled vesicle and the novel synthetic methods for the preparation of mono-acylated cyclodextrin should be of great interest with regard to drug/gene delivery systems, functional surfactants, and carbohydrate derivatization methods.