Clathrate hydrates exhibit unique intermolecular interactions between host-guest and guest-guest molecules because they have 3-dimensional superstructures consisting of the sublattices created by hydrogen-bonded water molecules that form cage-like frameworks in which guest molecules can be incorporated. Lattice engineering or molecular engineering using a selective injection of specific guest molecules into these sublattices can be exploited to tune the physicochemical properties of guest molecules or to create new functional materials. Here, we report distinctive intermolecular behavior of oxygen molecules that are selectively inserted in a structure-II type superstructure consisting of a tetrahedral sublattice by the small 512 water cages and a diamond-like sublattice by the large 51264 cages. Pure O2 clathrate hydrate and binary THF+O2 clathrate hydrate were synthesized, and their magnetism and heat capacity were measured at low temperature conditions. These results strongly suggest that the magnetic property of the oxygen molecule is largely varied with the formation of a 3-dimensional superstructure by the injection of O2 into the water frameworks.