Truffles and other confections including cotton candy as a filling or as the outer shell of a filled confection are disclosed, as are methods of making such confections. In methods of making such confections, fresh cotton candy is shaped as needed, and then the shaped cotton candy is caused or allowed to form a thin crust of sugar that protects the inner mass of cotton candy from infiltration by chocolate or other coatings. The thin crust may be formed by a simple process, such as aging the formed cotton candy at appropriate conditions of temperature and humidity, or it may be formed by actively moistening the formed cotton candy. The resulting formed mass of cotton candy can be coated and finished. In some cases, shaped cotton candy may be formed around a filling and caused or allowed to form an outer crust, such that the cotton candy forms the outer layer of a truffle.