Novel polyrotaxane conjugates possessing side chains of protected amino acids, that is, N(α)-tert-butyloxycarbonylglycine (Boc-Gly) and N(α)-benzyloxycarbonylglycine (Z-Gly), were successfully prepared via the carbonyldiimidazole-mediated esterification of hydroxyl groups in a polyrotaxane. The prepared conjugates were soluble in a wide variety of organic solvents, including N,N-dimethylacetamide, N,N-dimethylformamide, tetrahydrofuran, pyridine, and methanol. Thermogravimetric measurements of the conjugates showed three-step decomposition curves corresponding to the decompositions of the amino acid, poly(ethylene glycol) axis, and cyclodextrin rings. The Z-Gly-polyrotaxane conjugate showed a remarkable exotherm at 334 °C, together with a large weight loss. Treatment of the Boc-Gly-polyrotaxane conjugate with neat trifluoroacetic acid resulted in the complete removal of the Boc groups and gave a cationic polyrotaxane with many free primary amino groups, the amount of which was determined by colloidal titrations.