The unique conformation transition from a triple helix to single coils for the triple helical β-d-glucans has paved the way to fabricate various functional nanocomposites through the denaturing-renaturing process. This study firstly reports a novel kind of naturally derived supramolecular polymer micelle consisting of single-stranded chains of curdlan (CUR) and β-CDs. It is proposed that β-CDs as the host molecules were threaded onto single β-glucan chains (denatured triplex CUR) via the host-guest interaction, thereby forming supramolecular micelles. The results from the 1H NMR, FT-IR, XRD and 2D 1H NOESY NMR studies confirmed the formation of the inclusion complex and the existence of the core-shell structure of the supramolecular assembly. TEM images and DLS revealed that the self-organized micelles displayed a regular spherical shape with an average diameter of ∼27 nm. Furthermore, the hydrophobic anticancer drug camptothecin (CPT) was selected as a model drug and successfully encapsulated into the CUR/β-CD micelles. The drug-loaded micelles exhibited a steady sustained-release pattern regardless of the environmental pH. The flow cytometry and confocal laser scanning microscopy measurements confirmed that the CPT-loaded micelles could be well internalized into HepG 2 cells and continuously release the drug molecules inside the tumor cells. Meanwhile, the in vivo experiments demonstrated that CPT-loaded micelles could effectively inhibit tumor growth in comparison to free drugs. This concept will give a favorable platform to construct intelligent drug delivery systems for potential use.