We report the effect of native cyclodextrins (alpha, beta, and gamma) and selected derivatives in modulating the self-assembly of the nonionic surfactant polyoxyethylene cholesteryl ether (ChEO(10)) and its mixtures with triethylene glycol monododecyl ether (C12EO3), which form wormlike micelles. Cyclodextrins (CDs) generally induce micellar breakup through a host-guest interaction with surfactants; instead, we show that a constructive effect, leading to gel formation, is obtained with specific CDs and that the widely invoked host-guest interaction may not be the only key to the association. When added to wormlike micelles of ChEO(10) and C12EO3, native beta-CD, 2-hydroxyethyl-beta-CD (HEBCD), and a sulfated sodium salt of beta-CD (SULFBCD) induce a substantial increase of the viscoelasticity, while methylated CDs rupture the micelles, leading to a loss of the viscosity, and the other CDs studied (native alpha- and gamma- and hydroxypropylated CDs) show a weak interaction. Most remarkably, the addition of HEBCD or SULFBCD to pure ChEO(10) solutions (which are low-viscosity, Newtonian fluids of small, ellipsoidal micelles) induces the formation of transparent gels. The combination of small-angle neutron scattering, dynamic light scattering, and cryo-TEM reveals that both CDs drive the elongation of ChEO(10) aggregates into an entangled network of wormlike micelles. H-1 NMR and fluorescence spectroscopy demonstrate the formation of inclusion complexes between ChEO(10) and methylated CDs, consistent with the demicellization observed. Instead, HEBCD forms a weak complex with ChEO(10), while no complex is detected with SULFBCD. This shows that inclusion complex formation is not the determinant event leading to micellar growth. HEBCD:ChEO(10) complex, which coexists with the aggregated surfactant, could act as a cosurfactant with a different headgroup area. For SULFBCD, intermolecular interactions via the external surface of the CD may be more relevant.