Cryopreserved boar sperm is not used extensively for artificial insemination, owing to the poor fertility rates of the sperm after freezing and thawing. The sperm membrane is damaged as the cells are cooled from body temperature to 5°C (cold shock), as well as during the freeze–thaw process. Increasing the cholesterol content of boar sperm membranes could help them survive cryopreservation, similar to sperm from other species that are cold shock sensitive. The aim of this study was to determine the optimal cholesterol-loaded cyclodextrin (CLC) concentration to use for boar sperm cryopreservation, and the influence of CLCs on the cryosurvival of sperm from boars classified as good or poor freezers. Treating boar sperm with 1 mg of CLC/120 × 106 sperm slightly improved (p < 0.05) the percentage of viable sperm after freezing–thawing. On the other hand, sperm, from both good and poor freezers, responded similarly to CLC treatment. Nevertheless, additional studies will be needed to study the effect of this treatment on other parameters of sperm quality.