Cyclodextrin (CD) polymers are covalently linked hollow structures that are a network of less flexible macrocycles. They can be divided into two main groups: a) soluble (CDPS); and b) insoluble (CDPIS) polymers. These two types are generally prepared in a similar reaction, and the CD/reagent ratio determines the final properties of the reaction product. Changing this ratio of the generally bifunctionalized crosslinking agent and reaction conditions can lead to CDPS or CDPIS. The classical synthetic way in solution often leads to partial reagent(s) degradation, which frequently results in poorly reproducible products. At the same CD/reagent ratio, the reaction in solution yielded soluble CD polymers, whereas the reaction under mechanochemical conditions produced insoluble CD polymers. Usually, further derivatization of CDPIS or polymerization of derivatized CDs can be difficult or even impossible. The reactivity of hydroxyl groups in methylated CDs is limited so that reactions generally require high-boiling solvents and/or a large excess of reagent. This paper presents an economical, reproducible, and well-scalable synthetic method for producing some insoluble CD polymers. The physicochemical and adsorption properties of CDPIS prepared in a planetary ball mill are also compared.