An amphiphilic dodecyl-modified hyperbranched polyglycerol (DSHPG) with the core-shell structure and good solubility in n-hexane is prepared through thiol-ene reaction. The concentration of dye or DSHPG, temperature, contacting time, and molecular weight of DSHPG were taken into consideration to evaluate the transfer capability. It is shown that the extraction effect of this polymer on cationic dyes is better than that on anionic dyes. With malachite green as the experimental dye, the value of removal ratio can be as high as 98.6% in the period of 120min. This molecular nanocapsules can extract dyes with high extraction rate and good efficiency, and the extraction process can be well described with the pseudo-first-order model. The reusability investigation confirms that the DSHPG can obtain appropriate applications in the extraction of dyes from wastewater due to the high adsorption efficiency and environmental-friendly economy.