High molecular weight polymers and high polymer concentrations are desirable for the electrospinning of nanofibers since polymer chain entanglements and overlapping are important for uniform fiber formation. Hence, the electrospinning of nanofibers from non-polymeric systems such as cyclodextrins (CDs) is quite a challenge since CDs are cyclic oligosaccharides. Nevertheless, in this study, we have successfully achieved the electrospinning of nanofibers from chemically modified CDs without using a carrier polymer matrix. Polymer-free nanofibers were electrospun from three different CD derivatives, hydroxypropyl-β-cyclodextrin (HPβCD), hydroxypropyl-γ-cyclodextrin (HPγCD) and methyl-β-cyclodextrin (MβCD) in three different solvent systems, water, dimethylformamide (DMF) and dimethylacetamide (DMAc). We observed that the electrospinning of these CDs is quite similar to polymeric systems in which the solvent type, the solution concentration and the solution conductivity are some of the key factors for obtaining uniform nanofibers. Dynamic light scattering (DLS) measurements indicated that the presence of considerable CD aggregates and the very high solution viscosity were playing a key role for attaining nanofibers from CD derivatives without the use of any polymeric carrier. The electrospinning of CD solutions containing urea yielded no fibers but only beads or splashes since urea caused a notable destruction of the self-associated CD aggregates in their concentrated solutions. The structural, thermal and mechanical characteristics of the CD nanofibers were also investigated. Although the CD derivatives are amorphous small molecules, interestingly, we observed that these electrospun CD nanofibers/nanowebs have shown some mechanical integrity by which they can be easily handled and folded as a free standing material.