Herein, first we report the preparation of a thermoresponsive [3]pseudorotaxane from cooperative complexation between a water-soluble pillar[10]arene and a paraquat derivative in water. Then we successfully construct the first pillararene-based gemini-type supra-amphiphilic [3]pseudorotaxane from the water-soluble pillar[10]arene and a paraquat-containing poly(N-isopropylacrylamide) based on this new molecular recognition motif in water. This macromolecular [3]pseudorotaxane shows unique dual-thermoresponsiveness. Furthermore, it can self-assemble into polymeric vesicles at 37 °C in water. These vesicles can be further used in the controlled release of small molecules induced by cooling to 25 °C or heating to 60 °C.