Solvent-less Pickering emulsions were developed and applied to catalytic oxidation. These systems are stabilized by inclusion complexes between cyclodextrins and substrates, forming a 3D network among the dispersed phase. In the presence of hydrogen peroxide as a green oxidant and [Na]3[PW12O40] as a catalyst, they provide particularly efficient reaction media for the oxidation of olefins, organosulfurs, and alcohols. The reactions proceed at competitive rates (up to 400 h−1) with straightforward separation of the phases by centrifugation or heating. Moreover, these new eco-friendly systems work at a preparative scale (up to 2.5 M) and are recycled without loss of activity.