On the basis of the synthesis of water-soluble poly(epsilon-caprolactone)-poly(ethylene glycol)-poly(epsilon-caprolactone) (PCL-PEG-PCL) block copolymers, the supramolecular hydrogels were fabricated rapidly in aqueous solutions by their inclusion complexation with R-cyclodextrin. X-ray diffraction (XRD) analyses confirmed the supramolecular self-assemblies of R-cyclodextrin threaded onto amphiphilic PCL-PEG-PCL block copolymers. The resulting hydrogels display a high degree of elasticity, with the storage modulus (G') greater than the loss modulus (G '') over the entire range of frequency. Moreover, their viscosity greatly diminished as they were sheared. By controlling the molecular weight of the PEG component in the block copolymers and the content of the block copolymer, their rheological properties could be modulated. Such hydrogel materials have the potential to be used as tissue engineered scaffolds, biosensors in the human body, and carriers for controlled drug delivery.