In this study, we obtained functional electrospun nanofibers containing stable fragrance/flavor molecule facilitated by cyclodextrin inclusion complexation. Menthol was used as a model fragrance/flavor molecule and we have electrospun poly(ethylene oxide) (PEO) nanofibers containing cyclodextrin-menthol inclusion complexes (CD-menthol-IC). We used two different solvent systems; water and water:ethanol and three types of CDs; alpha-CD, beta-CD and gamma-CD in order to find the optimal performance for the stabilization of menthol at high temperatures. We observed that the solvent system used for electrospinning process and the types of CDs (alpha-CD, beta-CD and gamma-CD) are very important to obtain CD-menthol-IC which ultimately determines the durability and temperature stability of menthol in the PEO nanofibrous web. We found out that it is better to use water rather than the water:ethanol solvent system for the inclusion complexation and additionally beta-CD and gamma-CD are most favorable choices since they are able to form complexation with menthol in the water solvent system. Despite the high volatility nature of menthol, our results demonstrated that the stability and temperature release of menthol was sustained to a very high and a broad temperature range (100 degrees C-250 degrees C) for PEO nanowebs containing CD-menthol-IC whereas the PEO nanofibers without CD and without CD-menthol complex could not preserve menthol even during storage. In brief, the results are very encouraging and open up for a variety of new exciting possibilities for the development of multi-functional electrospun nanofibers containing cyclodextrin inclusion complexes.