Pseudopolyrotaxanes (Ps-PR) consisting of α-cyclodextrin rings, polyethylene glycol axes and end triazine groups were synthesized and characterized. Dissociation of the α-cyclodextrin rings from the polyethylene glycol axes was avoided by the host–guest relationship between its end triazine groups and β-cyclodextrins conjugated onto the surface of quantum dots (β-CD-graft-QDs), leading to a new type of the dynamic polyrotaxanes in which QDs play the role of stoppers noncovalently. Stability of the synthesized supramolecules was depended on the efficiency of the host–guest relationships between the end triazine groups of Ps-PR and β-CD-graft-QDs through which release of α-cyclodextrin rings from the polyethylene glycol axes was controlled. To prove the efficacy of the synthesized supramolecules as drug delivery systems (DDSs) cisplatin (Cis-Diamminedichloroplatinum (CDDP) a platinum-based chemotherapy drug) and folic acid as a tumor-recognition module were conjugated to their stoppers and they were subjected to the receptor-mediated endocytosis and release inside the cancer cells, murine colon adenocarcinoma tumor C26. Then, it was proved that these tumor-targeting DDSs are promising systems for future cancer therapy. Rate of the release of the drugs, conjugated to the functional groups of stoppers was also investigated.