As epoxy resins have been widely applied in advanced composites, the self-healing performances are urgently needed to improve the service reliability and extend service time. In the present study, host-guest chemistry is directly introduced into the crosslinking structure of epoxy acrylate for the first time to endow the composite with self-healing behaviors. In order to implement the above strategy, a beta-CD/azobenzene inclusion complex (6-GMA-beta-CD/AAAB) containing double C=C bonds is designed and synthesized. By facile ultraviolet (UV) curing process, the epoxy acrylate is crosslinked by 6-GMA-beta-CD/AAAB complex via free radical copolymerization. Benefited from the advantage of the reversible dynamic host-guest interactions, the obtained epoxy films exhibit excellent self-healing and mechanical properties. In the present work, the tensile strength of a damaged sample (SHE-5) is restored to 63.3% (9.37 MPa) of the original values (14.80 MPa) under moderate heating stimulus. The present host-guest strategy offers a paradigm toward the practical applications of smart thermosetting composites in engineering.