Alkyl glycosides have potential use as biodegradable detergents due to their high surface activity with low toxicity. Recent progress in the application of enzymes to the preparation of these surface-active compounds demonstrates the advantages to the chemical synthesis. In this work, alkyl glycosides were, for the first time, synthesized from cyclodextrin (CD) and various soluble alcohols by transglycosylation reaction using cyclodextrin glycosyltransferase (CGTase) from Paenibacillus sp. RB01. Several alcohols (methanol, ethanol, 1-propanol, 2-propanol, 1-butanol and 2-butanol) as glycosyl-acceptor substrates were evaluated. It was found that the reaction products which were analyzed by TLC were maximum for 30% methanol, 20–30% ethanol, 10–20% 1-propanol, 10% 2-propanol, 8% 1-butanol and 5–10% 2-butanol. In addition, the increase in the yield of alkyl glycoside formation was achieved by using methanol as an acceptor. Optimal reaction conditions for methyl glycoside synthesis from CD were to incubate 1.2% (w/v) β-CD and 240 U/mL of CGTase in a water/methanol system containing 30% (v/v) methanol, pH 6.0 and a temperature of 40 °C. At least three main methyl glycoside products were formed having 1–3 monosaccharide units attached to methanol which were in accordance with the results of MS analysis.