Gold nanoparticles (GNPs) have promising properties such as photothermal effects and could be useful for imaging and as multifunctional nanocarriers for various drugs. In this study, we synthesized polyethyleneglycol (PEG)-grafted GNPs and conjugated them with cyclodextrin (CD) to incorporate curcumin. Curcumin has anticancer effects but its therapeutic application is limited due to poor water solubility. Three types of CDs (α-, β-, and γ-CDs) were conjugated with PEGylated GNPs and the curcumin-containing CD/PEG-conjugated GNPs (cur-CD-GNPs) were characterized. Transmission electron microscopy and dynamic light scattering results showed that these cur-CD-GNPs have a small gold nanocore (approximately 5 nm) and the average size of the three cur-CD-GNPs was approximately 25–35 nm. Curcumin was efficiently incorporated into the β-CD solution and the loading efficiency of curcumin in β-CD-GNPs was the highest of the three types of CD-GNPs prepared. The cytotoxic effect of cur-CD-GNPs was investigated using a human lung cancer cell line. All cur-CD-GNPs exhibited cytotoxic effects comparable to that of curcumin solution and CD-GNPs without curcumin were not cytotoxic. These results suggest that cur-CD-GNPs may be a useful multifunctional nanomedicine, although in vivo investigations are required.