A myoglobin cadmium telluride quantum dot (QD) conjugate was constructed via supramolecular host-guest interactions between a cyclodextrin molecule attached on QD and an adamantyl group covalently linked to the heme. Irradiation of the supramolecular myoglobin-cadmium telluride conjugate generated a photoreduced ferrous myoglobin species via an electron transfer from the photoexcited quantum dot, leading to the formation of CO-bound myoglobin under a CO atmosphere.