The aim of this work was to prepare polypseudorotaxane-based supramolecular gels combining αCD with two temperature-responsive copolymers of different architecture (i.e., linear poloxamer P and X-shaped poloxamine T), at the lowest concentration as possible to form syringeable depots, and to shed light on the self-diffusion and spatial closeness of all components (including water) which in turn may determine the cooperative self-assembly phenomena and the performance of the gels at the macroscopic level. The exchange rate between bound water and bulk water was measured with a novel NMR experiment Water Diffusion Exchange-Diffusion Optimized Spectroscopy (WDE-DOSY). Polypseudorotaxane formation caused opposite effects on the mobility of αCD species (decreased) and internal water (increased) but did not affect PPO-water interaction. Consequently, designed ternary P/T/αCD supramolecular gels exhibited in situ gelling at body temperature could host large amounts of PLA/PLGA microspheres and behaved as porous 3D-scaffolds for mesenchymal stem cells (MSCs) supporting their osteogenic differentiation. Interestingly, the gels withstood freeze-drying and reconstitution with minor changes in inner structure and rheological properties. The gathered information may help to understand better the supramolecular gels and provide tools for the rational design of syringeable bone scaffolds that can simultaneously accommodate cells and drug microcarriers for efficient tissue regeneration.