Cyclodextrins (CDs) can be envisaged to cure some diseases related to the brain, but the behavior of these compounds toward the blood-brain barrier (BBB) remains largely unexplored to envisage such clinical applications. To fulfill this gap, the toxicity and endothelial permeability for native, methylated, and hydroxypropylated α-, β-, and γ-CDs have been studied on an in vitro model of BBB. As shown by the endothelial permeability for sucrose and immunofluorescence stainings, the native CDs are the most toxic CDs (α- > β- > γ-CD). Whereas the chemical modification of β-CD did not affect the toxicity of this CD, differences are observed for the α- and γ-CD. To determine the origin of toxicity, lipid effluxes on the brain capillary endothelial cells were performed in the presence of native CDs. It was found that α-CD removed phospholipids and that β-CD extracted phospholipids and cholesterol. γ-CD was less lipid-selective than the other CDs. Finally, the endothelial permeability of each CD has been determined. Surprisingly, no structure/permeability relationship has been observed according to the nature and chemical modifications of CDs.