We prepared polypseudorotaxanes (PPRXs) composed of cyclodextrin (CyD) and polyethylene glycol (PEG) inside microspheres (MSs) by an emulsifying process using polypropylene glycol (PPG) that shows temperature-dependent hydrophilicity changes; PPG is hydrophobic at high temperatures but hydrophilic at low temperatures. An aqueous solution of CyD and PEG was dispersed as droplets in PPG at 60°C then cooled to 0°C to allow water of droplets to transfer into PPG. On removal of water in the droplets, CyD and PEG were left behind as a CyD/PEG PPRX inside the solid-state MSs. Examination of α-, β-, and γ-CyD revealed that α-CyD was suitable for the formation of PPRX containing PEG in this MS preparation procedure. Interestingly, a new PPRX composed of α-CyD and PPG was formed in the α-CyD MSs when they were prepared in the absence of PEG from the aqueous solution of α-CyD. This MS fabrication procedure can control the size and shape of PPRX particles, and will contribute to the production of new types of CyD inclusion complexes.