Incorporation of cyclodextrins (CDs) into electrospun nanofibrous materials can be considered as potential candidates for functional medical textile applications. Naproxen (NAP) is a type of non-steroidal anti-inflammatory drug commonly administered for the treatment of pain, inflammation and fever. Drug-inclusion complex formation with CDs is an approach to improve the aqueous solubility via molecular encapsulation of the drug within the cavity of the more soluble CD molecule. In this study, NAP or different NAP-CD inclusion complexes loaded nanofibres were successfully produced through electrospinning and characterised. The inclusion complex loaded mats exhibited significantly faster release profiles than NAP-loaded thermoplastic polyurethane (TPU) mats. Overall, NAP-inclusion complex loaded TPU electrospun nanofibres could be used as drug delivery systems for acute pain treatments since they possess a highly porous structure that can release the drug immediately.