Polypyrrole films doped with sulfonated β-cyclodextrin (PPy/sβ-CD) and carboxymethyl β-cyclodextrin (PPy/CMβ-CD) were formed on electropolymerisation of pyrrole in a solution of the cyclodextrin sodium salts. Lower rates of electropolymerisation were evident with the carboxymethyl β-CD and this was attributed to protonation of the carboxylate groups due to an increase in the interfacial pH at the electrode–solution interface. The PPy/sβ-CD and PPy/CMβ-CD films showed cation exchange behaviour with the ingress of Na+ and its associated water molecules on reduction. The PPy/CMβ-CD film showed less electroactive behaviour which may be related to the lower number of anionic pendants on the CMβ-CD or to the possible precipitation of the less soluble neutral CD which arises due to the protonation of the carboxylate groups. The PPy/sβ-CD showed a high capacitance of 6.0 mF cm−2 corresponding to a specific capacitance of 71 F g−1 over a wide potential range extending from − 0.60 to 0.60 V vs SCE. Over-oxidation was observed at relatively low potentials, at about 0.60 V vs SCE. A diffusion coefficient of 6.47 × 10−6 cm2 s−1 and a rate constant of 3.73 × 10−2 cm s−1 were obtained for the ferricyanide redox couple at the PPy/sβ-CD, indicating little or no inhibition of the ferricyanide redox reaction.