The vesicle is found to form in the concentrated aqueous solution of ionic liquid 1-dodecyl-3-methylimidazolium bromide (C(12)mimBr) and beta-CD. By decreasing the temperature, the vesicle changes into a novel supramolecular hydrogel constructed from lamellae. The process is reversible and reproducible. The mechanism for the formation of vesicles and suprarnolecular hydrogel is studied by various methods. It is suggested that the main driving force is hydrogen bonding between beta-CDs, beta-CD and the solvent, the irnidazolium headgroup of C(12)mim(+), and the solvent. Accordingly, the basic structural features of the vesicle and supramolecular hydrogel based on ionic liquid and beta-CD are illustrated. The structural evolution from vesicles to hydrogels is also discussed herein.