Polyrotaxanes (PRs), a new class of supra-molecular polymers, have recently attracted considerable attention in materials science because of their unique structure and intriguing effects on material properties. Here, we report that a PR is capable of toughening a rigid epoxy adhesive without phase separation morphology, unlike the interface-mediated toughening mechanisms established in conventional epoxy resins. A PR bearing polycaprolactone graft chains on wheel-like molecules was dispersed homogeneously in an epoxy adhesive via intermolecular hydrogen bonding. The PR-incorporating epoxy adhesive exhibited simultaneous increase in adhesive strength, fracture displacement, and fracture toughness while retaining its high glass transition temperature and tensile modulus. Morphological, thermal, and mechanical characterizations suggested that the toughening mechanism originates from the PR supramolecular structure, allowing the wheel-like molecules to rotate around and slide along the polymer main chain. The study revealed the fracture behavior of PR-containing epoxy adhesives, which may be beneficial for practical applications of network polymers.