Poly(vinyl alcohol) (PVA) membranes were modified by introducing beta-cyclodextrin (beta-CD) oligomer, which has an inclusion ability sensitive to size, structure, and hydrophilicity of the guest molecule. The modified membranes (PVA/CD membrane) were prepared by casting of the aqueous solutions of PVA and beta-CD oligomer. The CD oligomer was immobilized in the membranes by cross-linking with glutaraldehyde. The cross-linking times were 1 and 8 h. The content of CD in the membranes was 33 wt %. The effects of CD on the pervaporation characteristics for water/ethanol were investigated by comparisons with those of the cross-linked PVA membranes. For the 1 h cross-linked membranes, CD increased both the water permeation rate and selectivity at lower ethanol concentrations in the feed. At higher ethanol concentrations, CD increased the water selectivity, but it decreased the water permeation rate. For the 8 h cross-linked membranes, at lower ethanol concentrations, CD increased the water permeation rate, but the water selectivity through the PVA/CD membrane was almost equal to that of the PVA membrane. At higher ethanol concentrations, CD increased the water selectivity and decreased the water permeation rate. These effects of CD can be interpreted in terms of the inclusion strength in the cavity and the reduction of the cross-linking density of the PVA phase in the membranes.