3-[4-(tert-Boc-amino)cinnamoylamino]-alpha-cyclodextrin (3-4-(')BocCiNH-alpha-CD) has been found to form a supramolecular polymer in an aqueous solution. The supramolecular polymer was found to take a helical structure. This is the first example of the formation of a helical supramolecular polymer formed by host-guest interactions.