A series of polyrotaxane (PR)-based triblock copolymers comprising a PR middle block and poly(n-butyl methacrylate) (PBMA) flanked blocks were prepared via bulk ATRP of n-butyl methacrylate initiated with polypseudorotaxanes self-assembled from α-cyclodextrins (α-CDs) with 2-bromoisobutyryl terminated Pluronic 17R4 at 35 °C. Their structure was verified by ¹H NMR, FTIR, GPC, WXRD and TGA analyses. The dethreading of entrapped α-CDs during the polymerization process was effectively impeded through an elaborated choice of Pluronic 17R4, a PPG-PEG-PPG triblock copolymer, in which α-CDs site-selectively include with the middle PEG block and are inhibited by the flanked PPG blocks. The degree of polymerization of attached PBMA blocks appeared to be tunable to some extent. The polydispersity index of the resulting PR-based triblock copolymers is in a low range of 1.28-1.50. As an attempt toward the materialization of these unique supramolecular polymers, a selected sample was dissolved in methylene dichloride and electrospun into micro-sized particles. Nevertheless, they can be not only casted into tough films but also melt extruded into sticks.