Abstract : Computer simulations have been substantial in understanding the fine details of hydrophobic solvation and hydrophobic interactions. Alternative approaches based on liquid-state theories have been proposed, but are not yet at the same degree of completeness and accuracy. In this vein, a classical, molecular density functional theory approach to hydrophobic solvation is introduced. The lowest, second-order approximation of the theory, equivalent to the hypernetted chain approximation in integral equations, fails in describing correctly cavitation free-energies. It is corrected here by two simple, angular-independent, so-called bridge functionals; they are parameter-free in the sense that all variables can be fixed unambiguously from the water bulk properties, including pressure, isothermal compressibility, and liquid-gas surface tension. A hard-sphere bridge functional, based on the known functional of a reference hard fluid system, turns out to face strong limitations for water. A simpler weighted density approximation is shown to properly reproduce the solvation free energy of hydrophobes of various sizes, from microscopic ones to the nanoscale, and predicting the solvation free-energy of a dataset of more than 600 model hydrophobic molecules having a variety of shapes and sizes with an accuracy of a quarter of $k_BT$ compared to Monte-Carlo simulations values. It constitutes an excellent starting point for a general functional describing accurately both hydrophobic and hydrophilic solvation, and making it possible to study non-idealized hydrophobic interactions.