In this article, we report a novel surface modification method for cellulose fiber that is based on supramolecular assembly. beta-Cyclodextrin (beta-CD) was first covalently grafted onto the fiber surface. Then poly(epsilon-caprolactone) (PCL) oligomers having both ends capped with adamantane motifs (i.e., PCL-AD) were immobilized to the cellulose fiber surface through the host-guest inclusion complexation between beta-CD and AD motif. FTIR-ATR and XPS analyses confirmed the successful assembly of PCL-ADs, which was further supported by the increasing trend of weight gain with the concentration of CDs on the fiber surface. Contact angle and TGA measurements reflect the enhanced hydrophobicity and thermal stability of the cellulose fiber as a consequence of this modification. The morphologies of the cellulose fiber before and after the assembly process have also been compared by SEM.