Smart supramolecular nanoenzymes with temperature-driven switching property have been successfully constructed by the self-assembly of supra-amphiphiles formed by the cyclodextrin-based host-guest chemistry. The self-assembled nanostructures were catalyst-functionalized and thermosensitively-functionalized through conveniently linking the catalytic center of glutathione peroxidase and thermosensitive polymer to the host cyclodextriri molecules. The ON-OFF switches for the peroxidase activity by reversible transformation of nanostructures from tube to sphere have been achieved through changing the temperature. We anticipate that such intelligent enzyme mimics could be developed to use in an antioxidant medicine with controlled catalytic efficiency according to the needs of the human body in the future.