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Cyclodextrins are macrocyclic rings composed of glucose residues. Due to their remarkable structural properties, they can form host–guest inclusion complexes, which is why they are frequently used in the pharmaceutical, cosmetic, and food industries, as well as in environmental and analytical chemistry. This review presents the reports from 2011 to 2023 on the quantitative structure– activity/property relationship (QSAR/QSPR) approach, which is primarily employed to predict the thermodynamic stability of inclusion complexes. This article extensively discusses the significant developments related to the size of available experimental data, the available sets of descriptors, and the machine learning (ML) algorithms used, such as support vector machines, random forests, artificial neural networks, and gradient boosting. As QSAR/QPR analysis only requires molecular structures of guests and experimental values of stability constants, this approach may be particularly useful for predicting these values for complexes with randomly substituted cyclodextrins, as well as for estimating their dependence on pH. This work proposes solutions on how to effectively use this knowledge, which is especially important for researchers who will deal with this topic in the future. This review also presents other applications of ML in relation to CD complexes, including the prediction of physicochemical properties of CD complexes, the development of analytical methods based on complexation with CDs, and the optimisation of experimental conditions for the preparation of the complexes. [ABSTRACT FROM AUTHOR]