Herein, we used an electrospinning process to develop nanofibers based on poly‐cyclodextrin. This article describes a simple and effective method to produce fibers of a water‐soluble hyperbranched polymer based on β‐CD and pyromellitic dianhydride via electrospinning. The obtained fibers were made insoluble in water with a simple thermal crosslinking without the use of further reactive or solvent. After 24 h of dipping in distilled water or phosphate buffer solution morphology and size of fibers remain unaltered as observed in scanning electron microscopy. The crosslinking mechanism was studied with thermogravimetric analysis, attenuated total reflectance–Fourier infrared spectroscopy, and elemental analysis and a reaction mechanism is proposed. © 2018 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2018, 135, 46490.