In this paper we study the relationship between vectorial (Boolean) functions and cyclic codes in the context of algebraic attacks. We first derive a direct link between the annihilators of a vectorial function (in univariate form) and certain $2^{n}$-ary cyclic codes (which we prove that they are LCD codes) extending results due to Rønjom and Helleseth. The knowledge of the minimum distance of those codes gives rise to a lower bound on the algebraic immunity of the associated vectorial function. Furthermore, we solve an open question raised by Mesnager and Cohen. We also present some properties of those cyclic codes (whose generator polynomials determined by vectorial functions) as well as their weight enumerator. In addition we generalize the so-called algebraic complement and study its properties.