A hybrid molecule of cyclodextrin (CyD) and DNA, two major subjects in supramolecular chemistry, should open a new research field in nanoscience. By capping the end of a pseudorotaxane, formed between alpha-CyD and dodecylamine-modified DNA, with 1-adamantaneacetic acid, a DNA/alpha-CyD-rotaxane conjugate has been successfully synthesized and characterized.