We report herein a versatile synthesis of cyclodextrin-based polyrotaxanes (CD-PRs). Three different CD-PRs were synthesized from different linear polymers and different CDs with relatively good yields by a novel single method. This method requires no additional capping reagents, because CDs play a dual role as both the cyclic components and the end-capping groups. The end-capping is achieved by transesterification with excess CDs at both ends of pseudopolyrotaxanes activated with p-nitrophenyl ester. As a result of this versatile method, we also demonstrate the first synthesis of a novel CD-PR based on poly(butadiene).