Here, we report a facile production of citral/cyclodextrin (CD) inclusion complex (IC) nanofibers (NFs) from three types of CDs (hydroxypropyl-beta-cyclodextrin (HPβCD), hydroxypropyl-gamma-cyclodextrin (HPγCD), and methylated-beta-cyclodextrin (MβCD)) by an electrospinning technique without the need of any polymeric carrier matrix. Self-standing nanofibrous webs of citral/CD-IC nanofibers (citral/CD-IC-NF) with uniform fiber morphology have been successfully electrospun from aqueous solutions of citral/CD-IC. Thanks to the inclusion complex formed with CDs, the efficient preservation of citral (up to ~80%) in citral/CD-IC-NFs was observed. In addition, the citral/CD-IC-NFs have shown ~50% preservation of citral for 15 days at room temperature even though citral has a highly volatile nature. The enhanced thermal stability of citral (~100-300◦C) in citral/CD-IC-NFs compared to pure citral (~50-165◦C) has been observed. Moreover, citral/CD-IC-NFs tended to disintegrate in water very quickly. To summarize, citral was efficiently encapsulated in citral/CD-IC-NFs, and these citral/CD-IC-NFs have been shown to be fast dissolving. In citral/CD-IC-NFs, citral/CD-ICs have enhanced water solubility of citral along with high-temperature stability and a longer shelf-life.