Electrospinning of gamma cyclodextrin (gamma-CD) nanofibers from a DMSO-water solvent system was achieved without using a carrier polymeric matrix. The effects of viscosity and rheological properties on the electrospinnability of gamma-CD solutions were examined. XRD and HR-TEM studies confirmed that the electrospun gamma-CD nanofibers were amorphous without showing any particular crystalline packing. The surface area of the gamma-CD nanofibrousweb was three times higher than the gamma-CD in powder form. As a preliminary study, we have investigated the molecular entrapment capability of gamma-CD nanofibers. gamma-CD nanofibers were quite successful for entrapping of VOCs (aniline and toluene) by inclusion complexation, whereas gamma-CD in powder form did not show any entrapment capability.