Multifunctional scaffolds comprising neat poly(epsilon-caprolactone) (PCL) and alpha-cyclodextrin pseudorotaxanated in alpha-cyclodextrin form have been fabricated using a conventional electrospinning process. Thorough in-depth characterizations were performed on the pseudorotaxane nanofibers prepared from chloroform (CFM) and CFM/dimethylformamide (DMF) utilizing scanning electron microscopy (SEM), transmission electron microscopy (TEM), rheology, differential scanning calorimetry (DSC), thermogravimetric analyses (TGA), wide-angle X-ray diffraction (WAX!)), and Instron tensile testing. The results indicate the nanofibers obtained from chloroform retain the rotaxanated structure; while those obtained from CFM/DMF had significantly dethreaded during electrospinning. As a consequence, the nanowebs obtained from CFM showed higher moduli and lower elongations at break compared to neat PCL nanowebs and PCL/alpha-CD nanowebs electrospun from CFM/DMF.