A cyclone separator including a cylindrical vessel having a tangentially extending inlet at one axial end and a tangentially extending outlet at the other axial end so that fluid is introduced into the vessel from the inlet and produces a swirl flowing to the outlet. A capturing groove is formed around the vessel and opened to the vessel through a gap. A fluid passage is provided to extend from the groove to the axial center of the vessel so that a circulating flow is produced from the groove through the fluid passage to the axial center of the vessel. The portion of the fluid having a high concentration of a substance of a different density is therefore drawn from the area adjacent to the inner wall surface of the vessel to the groove and the substance is captured by the groove.