The enantiomers of diquats (DQs), a new class of functional organic molecules, were recently separated by capillary electrophoresis (CE) with high resolution up to 11.4 within 5–7 min using randomly sulfated α‐, β‐, and γ‐cyclodextrins (CDs) as chiral selectors. These results indicated strong interactions between dicationic diquats and multiply negatively charged sulfated CDs (S‐CDs). However, the binding strength of these interactions was not quantified. For that reason, in this study, affinity CE was applied for the determination of the binding constants and ionic mobilities of the complexes of DQ P‐ and M‐enantiomers with CD chiral selectors in an aqueous medium. The non‐covalent interactions of 10 pairs of DQ enantiomers with the above CDs were investigated in a background electrolyte (BGE) composed of 22 mM NaOH, 35 mM H3PO4, pH 2.5, and 0.0–1.0 mM concentrations of CDs. The average apparent binding constant and the average actual ionic mobility of the DQ‐CD complexes were determined by nonlinear regression analysis of the dependence of the effective mobility of DQ enantiomers on the concentration of CDs in the BGE. The complexes were found to be relatively strong with the averaged apparent binding constants in the range 13 600–547 400 L/mol.