Prevention and management of wound infections receive a lot of attention, since the presence of micro-organisms interferes with the wound-healing process. The aim of this work was to use cyclodextrins (CDs) to endow hydrogels and gauzes with the ability to take up antiseptics and sustain their delivery for several hours. Benzalkonium chloride (BzCl) can form inclusion complexes with cross-linked CDs that regulate the release through an affinity-driven mechanism. Grafting of CDs to cotton gauzes using citric acid as the linker, at 190 °C and for 15 min, led to grafting yields of about 148%, much larger than those obtained at 180 °C or with shorter reaction times. Microbiological tests revealed that the BzCl-loaded networks can inhibit the growth of Staphylococcus epidermidis and Escherichia coli both on agar plates and in liquid medium. Furthermore, the antiseptic-loaded gauzes were able to inhibit biofilm formation by Staphylococcus aureus RN1HG pMV158GFP when applied in early stages of biofilm formation and could reduce the number of living cells in preformed biofilms grown in a chronic wound biofilm model. These findings highlight the role of CDs as main components of hydrogels and gauzes for the efficient delivery of antiseptics.