A simple, dean method was presented in this letter to prepare cross linked alpha-cyclodextrin (alpha-CD) nanoparticles with a low dispersion. The nanoparticles were synthesized in water by cross-linking the inclusion complex of alpha-CDs and poly(ethylene glycol) (PEG). The structure of the nanoparticles was characterized by H-1 NMR, nuclear overhauser enhancement spectroscopy (NOESY), and wide-angle X-ray diffraction (XRD). Spherical morphology was observed by scanning electron microscopy (SEM) for these nanoparticles. Their average hydrodynamic radius was determined to be 67 tun by dynamic light scattering (DLS). Small guest molecules could be included in the cross linked alpha-CD nanoparticles, and anticancer drug cisplatin was used to evaluate the drug release behavior.