The incorporation of cyclodextrins into polymeric crosslinked gels of hydrophilic nature can be useful for promoting the sorption of hydrophobic molecules and/or modulating the release of active principles. The covalent addition of these excipients to the matrix integrates their solubilizing effect that can contribute to increase the capacity of retention of hydrophobic substances. In this study, three diverse polysaccharides, chitosan, xanthan gum, and locust bean gum, were crosslinked with or without β-cyclodextrin, using citric acid in different ratios, to create hydrogel matrices. Through a green synthetic path, the efficient production of soluble and insoluble (hydrogel) networks functionalized with β-cyclodextrin was achieved by means of a solventless procedure. The characterization of their chemical composition, swelling in water, and their sorption and release behavior were also carried out in this work.