This paper reports the studies on self-assembly and thermosensitive micellization phenomena of a supramolecular polymeric host guest system consisting of star-shaped poly(N-isopropylacrylamide) (PNIPAAm) with a beta-cyclodextrin (beta-CD) core (the host polymer) and bis(adamantyl)-terminated poly(propylene glycol) (PPG) (the guest polymer) in aqueous solution. This interesting host guest system exhibited dual thermoresponse in aqueous solution because of the existence of two kinds of thermoresponsive segments, PPG and PNIPAAm, in the polymeric guest and host components, respectively. This unique thermoresponsive behavior was completely tunable by the ratio of host/guest up to 1.0. Beyond this range, the effect of the host was saturated, indicating that the host guest system involved a 1:1 complexation between adamantyl moiety and beta-CD core. In other words, this polymeric host guest system was able to form ABA-type supramolecular pseudo-block copolymer via inclusion complexation in aqueous solution. This pseudo-block copolymer underwent a reversible temperature-induced transition from solution to micelle and further to aggregate under suitable conditions. However, different from conventional polymeric micelles, in the micelles formed from this pseudo-block copolymer, the shell (composed of host component) and the core (composed of guest component) were connected by physical interactions rather than chemical bonding. The micellization phenomena of the host-guest system were extensively studied by a combination of H-1 NMR, fluorescence probe technique, dynamic light scattering (DLS), transmission electron microscopy (TEM), and atomic force microscopy (AFM). The critical micelle temperature (CMT) for this thermoresponsive host-guest system was dependent on the composition and concentration of the components. The size of the resultant noncovalently connected micelle could be easily tuned not only by adjusting the temperature and the concentration of the components but also by the ratio of host/guest and the length of the PPG block in the guest polymer.