It is very important to form a stable, structure-controlled material by molecular assembly inthe fields of materials and life science. How cyclodextrins affect the self–assembly behavior of inclusion compounds becomes the focus recently, due to the advantages of selectivity, regulating, capability, biocompatibility and other interesting properties. In thispaper, polyoxyethylene ω-tristyrylphenyl methacrylate (SEM-25) and α-cyclodextrin (α-CD) form inclusion compound (AS) firstly, then copolymer of AS and methyl methacrylate (MMA) - the comb-like polyrotaxanes (CD-PR) were prepared through the redox initiationsystem of free radical polymerization. Furthermore, the self-assembling behavior of CD-PR is studied, it is found that solvent has an great impact on aggregation morphology of CD-PR without changing composition of the polyrotaxanes. Products were characterized by X-ray diffraction (XRD), nuclear magnetic resonance (1H NMR) and scanning electron microscope (SEM).